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
Chance of Distress in 24 months
60 Days Economic Sensitivity
|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 TrendCheck current 30 days Lindsell Train correlation with market (DOW)|
β = 0.0124
Lindsell Train Central Daily Price Deviation
Lindsell Train Global Technical Analysis
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Lindsell Train Projected Return Density Against MarketAssuming 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
|Alpha over DOW||=||0.13|
|Beta against DOW||=||0.0124|
Lindsell Train Return Volatilitythe 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.
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
Lindsell Train Current Risk Indicators
|Risk Adjusted Performance||0.2066|
|Market Risk Adjusted Performance||10.54|
|Coefficient Of Variation||357.13|
Lindsell Train Suggested Diversification Pairs