Legg Mason (Ireland) Risk Analysis And Volatility Evaluation

Horizon

30 Days    Login   to change

Legg Mason Market Sensitivity

As returns on market increase, Legg Mason returns are expected to increase less than the market. However during bear market, the loss on holding Legg Mason will be expected to be smaller as well. One Month Beta |Analyze Legg Mason MC Demand Trend Check current 30 days Legg Mason correlation with market (DOW) β = 0.0648

Legg Mason MC Technical Analysis

Transformation

Average Price Average Price Median Price Typical Price Weighted Close Price

Legg Mason Projected Return Density Against Market

Assuming 30 trading days horizon, Legg Mason has beta of 0.0648 . This indicates as returns on market go up, Legg Mason average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Legg Mason MC Jpn Abs Alpha A USD Acc will be expected to be much smaller as well. Moreover, Legg Mason MC Jpn Abs Alpha A USD Acc has an alpha of 0.0191 implying that it can potentially generate 0.0191% excess return over DOW after adjusting for the inherited market risk (beta).

Predicted Return Density

Legg Mason Return Volatility

Legg Mason MC Jpn Abs Alpha A USD Acc accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 0.389% risk (volatility on return distribution) over the 30 days horizon.