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 Lord Abbett which you can use to evaluate future volatility of the organization. Please verify Lord Abbett Multi Sector A USD Risk Adjusted Performance of
(0.18) and Mean Deviation of 0.318 to check out if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Lord Abbett Market Sensitivity
|As returns on market increase, Lord Abbett returns are expected to increase less than the market. However during bear market, the loss on holding Lord Abbett will be expected to be smaller as well. 2 Months Beta |Analyze Lord Abbett Multi Demand TrendCheck current 30 days Lord Abbett correlation with market (DOW)|
β = 0.0032
Lord Abbett Central Daily Price Deviation
Lord Abbett Multi Technical Analysis
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Lord Abbett Projected Return Density Against MarketAssuming 30 trading days horizon, Lord Abbett has beta of 0.0032 . This indicates as returns on market go up, Lord Abbett average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Lord Abbett Multi Sector A USD will be expected to be much smaller as well. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Lord Abbett Multi is significantly underperforming DOW.
Predicted Return Density
|Alpha over DOW||=||0.16|
|Beta against DOW||=||0.0032|
Lord Abbett Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6617% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 0.66 and is 9.223372036854776E16 times more volatile than Lord Abbett Multi Sector A USD. 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 Multi Sector A USD is lower than 0 (%) of all global equities and portfolios over the last 30 days.