Lindsell Train (Ireland) Risk Analysis And Volatility Evaluation

IE00B644PG05 -- Ireland Fund  

GBp 318.00  3.00  0.95%

Macroaxis considers Lindsell Train unknown risk given 1 month investment horizon. Lindsell Train Global has Sharpe Ratio of 0.5774 which conveys that Lindsell Train Global 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 Lindsell Train which you can use to evaluate future volatility of the organization. Please exercise Lindsell Train Global Equity A to check out if our risk estimates are consistent with your expectations.
Horizon     30 Days    Login   to change

Lindsell Train Global Technical Analysis

Transformation
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Lindsell Train Projected Return Density Against Market

Assuming 30 trading days horizon, Lindsell Train has beta of 0.0 . 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 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Lindsell Train is 173.21. The daily returns are destributed with a variance of 0.3 and standard deviation of 0.55. The mean deviation of Lindsell Train Global Equity A is currently at 0.42. For similar time horizon, the selected benchmark (DOW) has volatility of 0.48
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.55
Ir
Information ratio =0.00

Lindsell Train Return Volatility

Lindsell Train Global Equity A accepts 0.5499% volatility on return distribution over the 30 days horizon. DOW inherits 0.4303% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Lindsell Train Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Investment Outlook

Lindsell Train Investment Opportunity

Lindsell Train Global Equity A has a volatility of 0.55 and is 1.28 times more volatile than DOW. 5% 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 5 (%) of all global equities and portfolios over the last 30 days.

Lindsell Train Volatility Indicators

Lindsell Train Global Equity A Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
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