Liontrust (Ireland) Risk Analysis And Volatility Evaluation

F00000VV78 -- Ireland Fund  

EUR 9.62  0.27  2.73%

Macroaxis considers Liontrust to be unknown risk. Liontrust GF Asia has Sharpe Ratio of -0.1159 which conveys that Liontrust GF Asia had -0.1159% of return per unit of risk over the last 1 month. Macroaxis philosophy towards estimating risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Liontrust exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify Liontrust GF Asia Income A1 Mean Deviation of 0.4487 and Risk Adjusted Performance of 0.0716 to check out risk estimate we provide.
Horizon     30 Days    Login   to change

Liontrust Market Sensitivity

As returns on market increase, returns on owning Liontrust are expected to decrease at a much smaller rate. During bear market, Liontrust is likely to outperform the market.
One Month Beta |Analyze Liontrust GF Asia Demand Trend
Check current 30 days Liontrust correlation with market (DOW)
β = -0.1101
Liontrust Almost negative betaLiontrust GF Asia Beta Legend

Liontrust GF Asia Technical Analysis

Transformation
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Liontrust Projected Return Density Against Market

Assuming 30 trading days horizon, Liontrust GF Asia Income A1 has beta of -0.1101 suggesting as returns on benchmark increase, returns on holding Liontrust are expected to decrease at a much smaller rate. During bear market, however, Liontrust GF Asia Income A1 is likely to outperform the market. Moreover, Liontrust GF Asia Income A1 has an alpha of 0.1117 implying that it can potentially generate 0.1117% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Liontrust is -862.69. The daily returns are destributed with a variance of 6.71 and standard deviation of 2.59. The mean deviation of Liontrust GF Asia Income A1 is currently at 1.85. For similar time horizon, the selected benchmark (DOW) has volatility of 0.48
α
Alpha over DOW
=0.11
β
Beta against DOW=0.11
σ
Overall volatility
=2.59
Ir
Information ratio =0.07

Liontrust Return Volatility

Liontrust GF Asia Income A1 accepts 2.5911% volatility on return distribution over the 30 days horizon. DOW inherits 0.4303% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Liontrust Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Liontrust Investment Opportunity

Liontrust GF Asia Income A1 has a volatility of 2.59 and is 6.02 times more volatile than DOW. 23% of all equities and portfolios are less risky than Liontrust. Compared to the overall equity markets, volatility of historical daily returns of Liontrust GF Asia Income A1 is lower than 23 (%) of all global equities and portfolios over the last 30 days. Use Liontrust GF Asia Income A1 to protect against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Liontrust to be traded at €9.24 in 30 days. As returns on market increase, returns on owning Liontrust are expected to decrease at a much smaller rate. During bear market, Liontrust is likely to outperform the market.

Liontrust correlation with market

Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Liontrust GF Asia Income A1 and equity matching DJI index in the same portfolio.

Liontrust Volatility Indicators

Liontrust GF Asia Income A1 Current Risk Indicators

Additionally see Investing Opportunities. Please also try Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
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