Lord Abbett (Ireland) Risk Analysis And Volatility Evaluation

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. We have found twenty-one technical indicators for Lord Abbett which you can use to evaluate future volatility of the organization. Please verify Lord Abbett Total Return N USD Acc to check out if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

Lord Abbett Total 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.

Projected Return Density Against Market

Assuming 30 trading days horizon, Lord Abbett has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Lord Abbett are completely uncorrelated. Furthermore, Lord Abbett Total Return N USD AccIt does not look like Lord Abbett alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Actual Return Volatility

Lord Abbett Total Return N USD Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.5978% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Investment Outlook

Lord Abbett Investment Opportunity
DOW has a standard deviation of returns of 0.6 and is 9.223372036854776E16 times more volatile than Lord Abbett Total Return N USD Acc. 0% of all equities and portfolios are less risky than Lord Abbett. Compared to the overall equity markets, volatility of historical daily returns of Lord Abbett Total Return N USD Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Lord Abbett Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Balance Of Power module to check stock momentum by analyzing balance of power indicator and other technical ratios.
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