|Horizon||30 Days Login to change|
Lindsell Train Market Sensitivity
Lindsell Train Japanese Technical Analysis
Lindsell Train Projected Return Density Against MarketAssuming 30 trading days horizon, Lindsell Train has beta of 0.0336 suggesting as returns on market go up, Lindsell Train average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Lindsell Train Japanese Eq A Yen will be expected to be much smaller as well. Moreover, Lindsell Train Japanese Eq A Yen has an alpha of 0.1791 implying that it can potentially generate 0.1791% excess return over DOW after adjusting for the inherited market risk (beta).
Lindsell Train Return VolatilityLindsell Train Japanese Eq A Yen accepts 0.6605% volatility on return distribution over the 30 days horizon. DOW inherits 1.2203% risk (volatility on return distribution) over the 30 days horizon.