Lyxor Tiedemann (Ireland) Risk Analysis And Volatility

IE00B9CB6D86 -- Ireland Fund  

GBp 11,422  12.00  0.11%

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 Lyxor Tiedemann which you can use to evaluate future volatility of the organization. Please verify Lyxor Tiedemann Arbitrage Strat I GBP Mean Deviation of 0.1019 and Risk Adjusted Performance of 0.0661 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Lyxor Tiedemann Market Sensitivity

As returns on market increase, returns on owning Lyxor Tiedemann are expected to decrease at a much smaller rate. During bear market, Lyxor Tiedemann is likely to outperform the market.
2 Months Beta |Analyze Lyxor Tiedemann Arbi Demand Trend
Check current 30 days Lyxor Tiedemann correlation with market (DOW)
β = -0.0295

Lyxor Tiedemann Central Daily Price Deviation

Lyxor Tiedemann Arbi Technical Analysis

Transformation
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Lyxor Tiedemann Projected Return Density Against Market

Assuming 30 trading days horizon, Lyxor Tiedemann Arbitrage Strat I GBP has beta of -0.0295 . This indicates as returns on benchmark increase, returns on holding Lyxor Tiedemann are expected to decrease at a much smaller rate. During bear market, however, Lyxor Tiedemann Arbitrage Strat I GBP is likely to outperform the market. Moreover, The company has an alpha of 0.0235 implying that it can potentially generate 0.0235% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.0235
β
Beta against DOW=0.03
σ
Overall volatility
=0.00
Ir
Information ratio =0.62

Lyxor Tiedemann Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6355% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Lyxor Tiedemann Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Lyxor Tiedemann Investment Opportunity

DOW has a standard deviation of returns of 0.64 and is 9.223372036854776E16 times more volatile than Lyxor Tiedemann Arbitrage Strat I GBP. 0% of all equities and portfolios are less risky than Lyxor Tiedemann. Compared to the overall equity markets, volatility of historical daily returns of Lyxor Tiedemann Arbitrage Strat I GBP is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Lyxor Tiedemann Arbitrage Strat I GBP to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Lyxor Tiedemann to be traded at p;11993.1 in 30 days. . As returns on market increase, returns on owning Lyxor Tiedemann are expected to decrease at a much smaller rate. During bear market, Lyxor Tiedemann is likely to outperform the market.

Lyxor Tiedemann correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Lyxor Tiedemann Arbitrage Stra and equity matching DJI index in the same portfolio.

Lyxor Tiedemann Volatility Indicators

Lyxor Tiedemann Arbitrage Strat I GBP Current Risk Indicators

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