Legg Mason (Ireland) Risk Analysis And Volatility Evaluation

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 Legg Mason which you can use to evaluate future volatility of the organization. Please verify Legg Mason CB Gb Eq Inc Prem Acc Hd to check out if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

Legg Mason CB Technical Analysis

Transformation
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Legg Mason Projected Return Density Against Market

Assuming 30 trading days horizon, Legg Mason has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Legg Mason are completely uncorrelated. Furthermore, Legg Mason CB Gb Eq Inc Prem Acc HdIt does not look like Legg Mason 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

Legg Mason Return Volatility

Legg Mason CB Gb Eq Inc Prem Acc Hd accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.0565% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
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Portfolio Volatility

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Investment Outlook

Legg Mason Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 9.223372036854776E16 times more volatile than Legg Mason CB Gb Eq Inc Prem Acc Hd. 0% of all equities and portfolios are less risky than Legg Mason. Compared to the overall equity markets, volatility of historical daily returns of Legg Mason CB Gb Eq Inc Prem Acc Hd is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Legg Mason Volatility Indicators

Legg Mason CB Gb Eq Inc Prem Acc Hd Current Risk Indicators

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