Lindsell Train (Ireland) Risk Analysis And Volatility

IE00B644PG05 -- Ireland Fund  

GBp 295.00  6.00  1.99%

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 Global Equity A Mean Deviation of 0.3388 and Risk Adjusted Performance of 0.2066 to check out if risk estimate we provide are consistent with the epected return of 0.0%.

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Odds

60 Days Economic Sensitivity

Insignificant
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 Global Demand Trend
Check current 30 days Lindsell Train correlation with market (DOW)
β = 0.0124

Lindsell Train Central Daily Price Deviation

Lindsell Train Global Technical Analysis

Transformation
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.

Lindsell Train Projected Return Density Against Market

Assuming 30 trading days horizon, Lindsell Train has beta of 0.0124 . This indicates 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 Global Equity A will be expected to be much smaller as well. Moreover, The company has an alpha of 0.131 implying that it can potentially generate 0.131% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.13
β
Beta against DOW=0.0124
σ
Overall volatility
=0.00
Ir
Information ratio =0.32

Lindsell Train Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.7795% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Lindsell Train Investment Opportunity

DOW has a standard deviation of returns of 0.78 and is 9.223372036854776E16 times more volatile than Lindsell Train Global Equity A. 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 Global Equity A is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Lindsell Train Global Equity A to protect your portfolios against small markets fluctuations. The fund experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of Lindsell Train to be traded at p;286.15 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
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Lindsell Train Global Equity A and equity matching DJI index in the same portfolio.

Lindsell Train Current Risk Indicators

Lindsell Train Suggested Diversification Pairs

Please also check Risk vs Return Analysis. Please also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
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