Lord Abbett (Ireland) Risk Analysis And Volatility

IE00BS7K1057 -- Ireland Fund  

USD 10.03  0.14  1.38%

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 Trend
Check current 30 days Lord Abbett correlation with market (DOW)
β = 0.0032

Lord Abbett Central Daily Price Deviation

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 0.0032 . 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 
      Returns 
α
Alpha over DOW
=0.16
β
Beta against DOW=0.0032
σ
Overall volatility
=0.00
Ir
Information ratio =0.57

Lord Abbett Return Volatility

the 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.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Lord Abbett Volatility Factors

60 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

60 Days Economic Sensitivity

Insignificant

Investment Outlook

Lord Abbett Investment Opportunity

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.

Lord Abbett Volatility Indicators

Lord Abbett Multi Sector A USD Current Risk Indicators

Please also check Risk vs Return Analysis. Please also try Bollinger Bands module to use bollinger bands indicator to analyze target price for a given investing horizon.
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