Lindsell Train (Ireland) Risk Analysis And Volatility

F0GBR04FKP -- Ireland Fund  

JPY 470.67  4.86  1.04%

Our philosophy towards estimating volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Lindsell Train which you can use to evaluate future volatility of the organization. Please verify Lindsell Train Japanese Eq A Yen Downside Deviation of 3.42, Risk Adjusted Performance of 0.012 and Mean Deviation of 1.08 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Lindsell Train Market Sensitivity

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.
2 Months Beta |Analyze Lindsell Train Japanese Demand Trend
Check current 30 days Lindsell Train correlation with market (DOW)
β = 0.6584

Lindsell Train Central Daily Price Deviation

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 0.6584 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. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Lindsell Train Japanese is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.1
β
Beta against DOW=0.66
σ
Overall volatility
=0.00
Ir
Information ratio =0.08

Lindsell Train Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6692% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Lindsell Train Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Lindsell Train Investment Opportunity

DOW has a standard deviation of returns of 0.67 and is 9.223372036854776E16 times more volatile than Lindsell Train Japanese Eq A Yen. 0% 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 0 (%) of all global equities and portfolios over the last 30 days. Use Lindsell Train Japanese Eq A Yen to enhance returns of your portfolios. The fund experiences large bullish trend. Check odds of Lindsell Train to be traded at ¥517.74 in 30 days. . 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.

Lindsell Train correlation with market

correlation synergy
Modest diversification
Overlapping area represents the amount of risk that can be diversified away by holding Lindsell Train Japanese Eq A Y and equity matching DJI index in the same portfolio.

Lindsell Train Volatility Indicators

Lindsell Train Japanese Eq A Yen Current Risk Indicators

Additionally see Investing Opportunities. Please also try Bollinger Bands module to use bollinger bands indicator to analyze target price for a given investing horizon.
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