Lord Abbett (Ireland) Risk Analysis And Volatility Evaluation

IE00BS7K1057 -- Ireland Fund  

 10.53  0.12  1.13%

Macroaxis considers Lord Abbett to be unknown risk. Lord Abbett Multi has Sharpe Ratio of -0.5 which conveys that Lord Abbett Multi had -0.5% of return per unit of risk over the last 1 month. Macroaxis philosophy towards estimating risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Lord Abbett exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify Lord Abbett Multi Sector A USD Mean Deviation of 0.2407 and Risk Adjusted Performance of 0.01 to check out risk estimate we provide.
Horizon     30 Days    Login   to change

Lord Abbett Multi Technical Analysis

Transformation
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Lord Abbett 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 Multi Sector A USDIt does not look like Lord Abbett alpha can have any bearing on the equity current valuation.
Assuming 30 trading days horizon, the coefficient of variation of Lord Abbett is -200.0. The daily returns are destributed with a variance of 0.32 and standard deviation of 0.56. The mean deviation of Lord Abbett Multi Sector A USD is currently at 0.42. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.56
Ir
Information ratio =0.00

Lord Abbett Return Volatility

Lord Abbett Multi Sector A USD accepts 0.5634% volatility on return distribution over the 30 days horizon. DOW inherits 0.0% 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 1.02 and is 1.82 times more volatile than Lord Abbett Multi Sector A USD. 5% 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 5 (%) of all global equities and portfolios over the last 30 days.

Lord Abbett Volatility Indicators

Lord Abbett Multi Sector A USD Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Watchlist Optimization module to optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm.
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