Legg Mason (Ireland) Risk Analysis And Volatility Evaluation

IE00B23Z9C05 -- Ireland Fund  

USD 123.51  2.06  1.64%

We consider Legg Mason unknown risk. Legg Mason BW has Sharpe Ratio of 0.5774 which conveys that Legg Mason BW had 0.5774% of return per unit of risk over the last 1 month. 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 Legg Mason which you can use to evaluate future volatility of the organization. Please verify Legg Mason BW Glb Fxd Inc LM Acc to check out if risk estimate we provide are consistent with the epected return of 0.0595%.
Horizon     30 Days    Login   to change

Legg Mason BW Technical Analysis

We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

Legg Mason Projected Return Density Against Market

Assuming 30 trading days horizon, Legg Mason has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Legg Mason are completely uncorrelated. Furthermore, Legg Mason BW Glb Fxd Inc LM AccIt does not look like Legg Mason alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
Assuming 30 trading days horizon, the coefficient of variation of Legg Mason is 173.21. The daily returns are destributed with a variance of 0.01 and standard deviation of 0.1. The mean deviation of Legg Mason BW Glb Fxd Inc LM Acc is currently at 0.08. For similar time horizon, the selected benchmark (DOW) has volatility of 1.09
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

Legg Mason Return Volatility

Legg Mason BW Glb Fxd Inc LM Acc accepts 0.103% volatility on return distribution over the 30 days horizon. DOW inherits 1.0404% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

Market Risk Breakdown

Legg Mason Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity


Investment Outlook

Legg Mason Investment Opportunity

DOW has a standard deviation of returns of 1.04 and is 10.4 times more volatile than Legg Mason BW Glb Fxd Inc LM Acc. 0% of all equities and portfolios are less risky than Legg Mason. Compared to the overall equity markets, volatility of historical daily returns of Legg Mason BW Glb Fxd Inc LM Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Legg Mason Volatility Indicators

Legg Mason BW Glb Fxd Inc LM Acc Current Risk Indicators

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