Lindsell Train (Ireland) Risk Analysis And Volatility Evaluation

F0GBR04FKP -- Ireland Fund  

JPY 493.86  19.93  3.88%

Lindsell Train is unknown risk given 1 month investment horizon. Lindsell Train Japanese has Sharpe Ratio of 0.5 which conveys that Lindsell Train Japanese had 0.5% of return per unit of risk over the last 1 month. Our philosophy towards estimating risk of a fund is to use both market data as well as company specific technical data. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 1.0089% are justified by taking the suggested risk. Use Lindsell Train Japanese to evaluate company specific risk that cannot be diversified away.
Horizon     30 Days    Login   to change

Lindsell Train Japanese Technical Analysis

Transformation
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Lindsell Train Projected Return Density Against Market

Assuming 30 trading days horizon, Lindsell Train has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and Lindsell Train are completely uncorrelated. Furthermore, Lindsell Train Japanese Eq A YenIt does not look like Lindsell Train alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Lindsell Train is 200.0. The daily returns are destributed with a variance of 4.07 and standard deviation of 2.02. The mean deviation of Lindsell Train Japanese Eq A Yen is currently at 1.51. For similar time horizon, the selected benchmark (DOW) has volatility of 0.45
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=2.02
Ir
Information ratio =0.00

Lindsell Train Return Volatility

Lindsell Train Japanese Eq A Yen accepts 2.0178% volatility on return distribution over the 30 days horizon. DOW inherits 0.4487% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Lindsell Train Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Lindsell Train Investment Opportunity

Lindsell Train Japanese Eq A Yen has a volatility of 2.02 and is 4.49 times more volatile than DOW. 18% of all equities and portfolios are less risky than Lindsell Train. Compared to the overall equity markets, volatility of historical daily returns of Lindsell Train Japanese Eq A Yen is lower than 18 (%) of all global equities and portfolios over the last 30 days.

Lindsell Train Volatility Indicators

Lindsell Train Japanese Eq A Yen Current Risk Indicators

Additionally see Investing Opportunities. Please also try Equity Valuation module to check real value of public entities based on technical and fundamental data.
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