Lindsell Train (Ireland) Manager Performance Evaluation

F0GBR04FKP -- Ireland Fund  

JPY 506.10  5.27  1.05%

The fund secures Beta (Market Risk) of 0.1975 which conveys that as returns on market increase, Lindsell Train returns are expected to increase less than the market. However during bear market, the loss on holding Lindsell Train will be expected to be smaller as well.. Even though it is essential to pay attention to Lindsell Train Japanese price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis philosophy towards estimating future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Lindsell Train exposes twenty-one different technical indicators which can help you to evaluate its performance.
 Time Horizon     30 Days    Login   to change

Lindsell Train Japanese Relative Risk vs. Return Landscape

If you would invest  51,211  in Lindsell Train Japanese Eq A Yen on June 21, 2018 and sell it today you would lose (1,128)  from holding Lindsell Train Japanese Eq A Yen or give up 2.2% of portfolio value over 30 days. Lindsell Train Japanese Eq A Yen is generating negative expected returns and assumes 1.7263% volatility on return distribution over the 30 days horizon. Simply put, 15% of equities are less volatile than Lindsell Train Japanese Eq A Yen and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, Lindsell Train Japanese Eq A Yen is expected to under-perform the market. In addition to that, the company is 3.0 times more volatile than its market benchmark. It trades about -0.11 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.15 per unit of volatility.

Lindsell Train Current Valuation

Over Valued
July 21, 2018
506.10
Market Value
Downside
480.67
485.86
Real Value
Target Odds
  
556.71
Upside
Lindsell Train is not too risky asset. Lindsell Train Japanese secures last-minute Real Value of ¥485.86 per share. The latest price of the fund is ¥506.1. At this time the organization appears to be over valued. We determine the value of Lindsell Train Japanese from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend to purchase undervalued stocks and to get rid of overvalued stocks since at some point entities prices and their ongoing real values will merge together.

Lindsell Train Market Risk Analysis

Sharpe Ratio = -0.1092
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Lindsell Train Relative Performance Indicators

Estimated Market Risk
 1.73
  actual daily
 
 85 %
of total potential
  
Expected Return
 -0.19
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.11
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Lindsell Train is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Lindsell Train by adding it to a well-diversified portfolio.

Performance Rating

Lindsell Train Japanese Eq A Yen Risk Adjusted Performance Analysis
0 

Risk-Adjusted Fund Performance

Over the last 30 days Lindsell Train Japanese Eq A Yen has generated negative risk-adjusted returns adding no value to fund investors.

Lindsell Train Alerts

Equity Alerts and Improvement Suggestions
Lindsell Train generates negative expected return over the last 30 days
The fund retains about 5.46% of its assets under management (AUM) in cash
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