Legg Mason (Ireland) Risk Analysis And Volatility

IE00BZ1NPT63 -- Ireland Fund  

GBp 14,358  528.00  3.55%

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 US Eq SL X GBP Acc Risk Adjusted Performance of 0.2112, Mean Deviation of 1663.12 and Downside Deviation of 57.17 to check out if risk estimate we provide are consistent with the epected return of 0.0%.

60 Days Market Risk

Very steady

Chance of Distress in 24 months

Below average

60 Days Economic Sensitivity

Hyperactively responds to market trends
Horizon     30 Days    Login   to change

Legg Mason Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Legg Mason will likely underperform.
2 Months Beta |Analyze Legg Mason CB Demand Trend
Check current 30 days Legg Mason correlation with market (DOW)
β = 95.0

Legg Mason Central Daily Price Deviation

Legg Mason CB Technical Analysis

Transformation
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Legg Mason Projected Return Density Against Market

Assuming 30 trading days horizon, the fund has beta coefficient of 95.0 . This indicates as the benchmark fluctuates upward, the company is expected to outperform it on average . However, if the benchmark returns are expected to be negative, Legg Mason will likely underperform. In addition to that, The company has an alpha of 894.6391 implying that it can potentially generate 894.6391% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=894.64
β
Beta against DOW=95.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.31

Legg Mason Return Volatility

the fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 0.6582% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Legg Mason Investment Opportunity

DOW has a standard deviation of returns of 0.66 and is 9.223372036854776E16 times more volatile than Legg Mason CB US Eq SL X GBP Acc. 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 US Eq SL X GBP Acc is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Legg Mason CB US Eq SL X GBP Acc to protect your portfolios against small markets fluctuations. The fund experiences unexpected downward movement. The market is reacting to new fundamentals. Check odds of Legg Mason to be traded at p;13783.68 in 30 days. . As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Legg Mason will likely underperform.

Legg Mason correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding Legg Mason CB US Eq SL X GBP A and equity matching DJI index in the same portfolio.

Legg Mason Current Risk Indicators

Legg Mason Suggested Diversification Pairs

Please also check Risk vs Return Analysis. Please also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
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