GLG MAN (Ireland) Alpha and Beta Analysis Overview

    This module allows you to check different measures of market premium for GLG MAN DNHUSD as well as systematic risk associated with investing in GLG MAN over a specified time horizon. Check also Trending Equities.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    GLG MAN Market Premiums

    α0.00β0.00
    30 days against DJI
    Risk Adjusted Performance  

    0.14

    Jensen Alpha  

    0.22

    Total Risk Alpha  

    0.0192

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.2792

    GLG MAN Fundamentals

    GLG MAN Opportunities

    GLG MAN Return and Market Media

    The median price of GLG MAN for the period between Sun, Sep 23, 2018 and Tue, Oct 23, 2018 is 119.83 with a coefficient of variation of 1.2. The daily time series for the period is distributed with a sample standard deviation of 1.44, arithmetic mean of 119.67, and mean deviation of 1.11. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - 10312159

    GLG MAN DNHUSD Investor Sentiment

    Macroaxis portfolio users are unresponsive in their sentiment towards investing in GLG MAN DNHUSD. What is your judgment towards investing in GLG MAN DNHUSD? Are you bullish or bearish?
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