Lindsell Train (Ireland) Risk Analysis And Volatility Evaluation

IE00B644PG05 -- Ireland Fund  

GBp 317.00  10.00  3.26%

Macroaxis considers Lindsell Train not too risky given 1 month investment horizon. Lindsell Train Global has Sharpe Ratio of 0.3748 which conveys that Lindsell Train Global had 0.3748% 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 company specific technical indicators that cannot be diversified away. By analyzing Lindsell Train Global technical indicators you can presently evaluate if the expected return of 0.6196% is justified by implied risk. Please exercise Lindsell Train Global Equity A to check out if our risk estimates are consistent with your expectations.
 Time Horizon     30 Days    Login   to change

Lindsell Train Global Technical Analysis

The output start index for this execution was zero with a total number of output elements of seventeen. Lindsell Train Global Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Projected Return Density Against Market

Assuming 30 trading days horizon, Lindsell Train has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Lindsell Train are completely uncorrelated. Furthermore, Lindsell Train Global Equity AIt does not look like Lindsell Train alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
Assuming 30 trading days horizon, the coefficient of variation of Lindsell Train is 266.83. The daily returns are destributed with a variance of 2.73 and standard deviation of 1.65. The mean deviation of Lindsell Train Global Equity A is currently at 1.35. For similar time horizon, the selected benchmark (DOW) has volatility of 0.6
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

Actual Return Volatility

Lindsell Train Global Equity A accepts 1.6534% volatility on return distribution over the 30 days horizon. DOW inherits 0.5977% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

Market Risk Breakdown

Lindsell Train Volatility Factors

30 Days Market Risk

Not too risky

Chance of Distress in 24 months

Almost imposible

30 Days Economic Sensitivity

Market Insensitive

Investment Outlook

Lindsell Train Investment Opportunity
Lindsell Train Global Equity A has a volatility of 1.65 and is 2.75 times more volatile than DOW. 15% 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 15 (%) of all global equities and portfolios over the last 30 days.

Lindsell Train Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Chance of Distress module to get analysis of equity chance of financial distress in the next 2 years.