HERMES RES (Ireland) Alpha and Beta Analysis Overview

    12860191 -- Ireland Fund  

    USD 93.37  1.15  1.22%

    This module allows you to check different measures of market premium for HERMES RES I3DUSD as well as systematic risk associated with investing in HERMES RES over a specified time horizon. Check also Trending Equities.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    HERMES RES Market Premiums

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

    0.007589

    Jensen Alpha  

    0.027674

    Total Risk Alpha  

    0.0762

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.0784

    HERMES RES Fundamentals

    HERMES RES Opportunities

    HERMES RES Return and Market Media

    The median price of HERMES RES for the period between Fri, Sep 21, 2018 and Sun, Oct 21, 2018 is 0.0 with a coefficient of variation of 149.83. The daily time series for the period is distributed with a sample standard deviation of 44.83, arithmetic mean of 29.92, and mean deviation of 40.8. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - 12860191

    HERMES RES I3DUSD Investor Sentiment

    Macroaxis portfolio users are unresponsive in their sentiment towards investing in HERMES RES I3DUSD. What is your judgment towards investing in HERMES RES I3DUSD? Are you bullish or bearish?
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