Lindsell Train (Ireland) Risk Analysis And Volatility Evaluation

IE00B644PG05 -- Ireland Fund  

GBp 318.00  2.00  0.63%

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 Downside Deviation of 0.8476, Mean Deviation of 0.2782 and Risk Adjusted Performance of 0.1344 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, returns on owning Lindsell Train are expected to decrease at a much smaller rate. During bear market, Lindsell Train is likely to outperform the market.
2 Months Beta |Analyze Lindsell Train Global Demand Trend
Check current 30 days Lindsell Train correlation with market (DOW)
β = -0.0557

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 Global Equity A has beta of -0.0557 . This indicates as returns on benchmark increase, returns on holding Lindsell Train are expected to decrease at a much smaller rate. During bear market, however, Lindsell Train Global Equity A is likely to outperform the market. Moreover, Lindsell Train Global Equity A has an alpha of 0.0465 implying that it can potentially generate 0.0465% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0465
β
Beta against DOW=0.06
σ
Overall volatility
=0.00
Ir
Information ratio =0.19

Lindsell Train Return Volatility

Lindsell Train Global Equity A accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2959% 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 1.3 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 enhance returns of your portfolios. The fund experiences moderate upward volatility. Check odds of Lindsell Train to be traded at p;349.8 in 30 days. As returns on market increase, returns on owning Lindsell Train are expected to decrease at a much smaller rate. During bear market, Lindsell Train is likely to outperform the market.

Lindsell Train correlation with market

correlation synergy
Good 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 Volatility Indicators

Lindsell Train Global Equity A Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Equity Valuation module to check real value of public entities based on technical and fundamental data.
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