LDI SO (Ireland) Alpha and Beta Analysis Overview

    11118080 -- Ireland Fund  

    GBP 20,549  9,451  31.50%

    This module allows you to check different measures of market premium for LDI SO 56 60 GBP 1 as well as systematic risk associated with investing in LDI SO over a specified time horizon. Check also Trending Equities.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    LDI SO Market Premiums

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

    0.0675

    Jensen Alpha  

    3.06

    Total Risk Alpha  

    6.82

    Sortino Ratio  

    0.0

    Treynor Ratio  

    1.09

    LDI SO Fundamentals

    LDI SO Opportunities

    LDI SO Return and Market Media

    The median price of LDI SO for the period between Thu, Aug 23, 2018 and Sat, Sep 22, 2018 is 20548.89 with a coefficient of variation of 83.65. The daily time series for the period is distributed with a sample standard deviation of 13213.17, arithmetic mean of 15796.57, and mean deviation of 11847.43. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - 11118080

    LDI SO 56 Investor Sentiment

    Macroaxis portfolio users are unresponsive in their sentiment towards investing in LDI SO 56 60 GBP 1. What is your trading attitude regarding investing in LDI SO 56 60 GBP 1? Are you bullish or bearish?
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