NE GLB (Ireland) Alpha and Beta Analysis Overview

    12336303 -- Ireland Fund  

    USD 125.13  10.96  9.60%

    This module allows you to check different measures of market premium for NE GLB EQ USD AD AC as well as systematic risk associated with investing in NE GLB over a specified time horizon. Check also Trending Equities.
     Time Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    NE GLB Market Premiums

    α2.35β0.78
    30 days against DJI
    Risk Adjusted Performance  

    0.0821

    Jensen Alpha  

    0.922

    Total Risk Alpha  

    0.31

    Sortino Ratio  

    0.0

    Treynor Ratio  

    10.96

    NE GLB Fundamentals

    NE GLB Opportunities

    NE GLB Return and Market Media

    The median price of NE GLB for the period between Fri, Jun 22, 2018 and Sun, Jul 22, 2018 is 114.17 with a coefficient of variation of 88.49. The daily time series for the period is distributed with a sample standard deviation of 62.17, arithmetic mean of 70.25, and mean deviation of 58.54. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - 12336303

    NE GLB EQ Investor Sentiment
    Macroaxis portfolio users are unresponsive in their sentiment towards investing in NE GLB EQ USD AD AC. What is your trading attitude regarding investing in NE GLB EQ USD AD AC? Are you bullish or bearish?
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