NEM GLB (Ireland) Alpha and Beta Analysis Overview

    12438395 -- Ireland Fund  

    USD 120.21  11.70  10.78%

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

    NEM GLB Market Premiums

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

    0.07

    Jensen Alpha  

    0.55

    Total Risk Alpha  

    0.4286

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.3174

    NEM GLB Fundamentals

    NEM GLB Opportunities

    NEM GLB Return and Market Media

    The median price of NEM GLB for the period between Thu, Sep 20, 2018 and Sat, Oct 20, 2018 is 0.0 with a coefficient of variation of 135.68. The daily time series for the period is distributed with a sample standard deviation of 56.42, arithmetic mean of 41.59, and mean deviation of 52.93. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - 12438395

    NEM GLB USD Investor Sentiment

    Macroaxis portfolio users are unresponsive in their sentiment towards investing in NEM GLB USD INV ACC. What is your trading attitude regarding investing in NEM GLB USD INV ACC? Are you bullish or bearish?
    Bullish
    Bearish
    50% Bullish
    50% Bearish
    Skip

    Build Diversified Portfolios

    Align your risk with return expectations

    Fix your portfolio
    By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
    Check also Trending Equities. Please also try Instant Ratings module to determine any equity ratings based on digital recommendations. macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
    Search macroaxis.com