ISEQ (Ireland) Alpha and Beta Analysis

ISE
ISEQ -- Ireland Index  

 7,181  109.92  1.55%

This module allows you to check different measures of market premium for ISEQ as well as systematic risk associated with investing in ISEQ over a specified time horizon. See also ISEQ Backtesting, Portfolio Optimization, ISEQ Correlation, ISEQ Hype Analysis, ISEQ Volatility, ISEQ History and analyze ISEQ Performance.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

ISEQ Market Premiums

α0.1   β0.42
30 days against DJI

ISEQ Fundamentals

ISEQ Market Price Analysis

ISEQ Return and Market Media

The median price of ISEQ for the period between Mon, Oct 28, 2019 and Sun, Jan 26, 2020 is 7041.17 with a coefficient of variation of 3.16. The daily time series for the period is distributed with a sample standard deviation of 220.67, arithmetic mean of 6994.17, and mean deviation of 185.66. The Index did not receive any noticable media coverage during the period.
 Price Growth (%)  
    
  Timeline