POLAR CAP (Ireland) Alpha and Beta Analysis Overview

    12122045 -- Ireland Fund  

    EUR 8.74  1.06  13.80%

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

    POLAR CAP Market Premiums

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

    0.1677

    Jensen Alpha  

    2.43

    Total Risk Alpha  

    0.5639

    Sortino Ratio  

    0.0

    Treynor Ratio  

    2.21

    POLAR CAP Fundamentals

    POLAR CAP Opportunities

    POLAR CAP Return and Market Media

    The median price of POLAR CAP for the period between Mon, Jun 18, 2018 and Wed, Jul 18, 2018 is 7.68 with a coefficient of variation of 77.94. The daily time series for the period is distributed with a sample standard deviation of 4.27, arithmetic mean of 5.47, and mean deviation of 3.65. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - 12122045

    POLAR CAP EM Investor Sentiment
    Macroaxis portfolio users are unresponsive in their sentiment towards investing in POLAR CAP EM EUR I. What is your perspective on investing in POLAR CAP EM EUR I? Are you bullish or bearish?
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