LDI SO (Ireland) Alpha and Beta Analysis Overview

    13309066 -- Ireland Fund  

    EUR 2,715  1,598  37.05%

    This module allows you to check different measures of market premium for LDI SO EU 30 EUR B 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  

    0.153

    Jensen Alpha  

    4.5

    Total Risk Alpha  

    8.73

    Sortino Ratio  

    0.0

    Treynor Ratio  

    1.26

    LDI SO Fundamentals

    LDI SO Opportunities

    LDI SO Return and Market Media

    The median price of LDI SO for the period between Sat, Sep 22, 2018 and Mon, Oct 22, 2018 is 2714.79 with a coefficient of variation of 90.53. The daily time series for the period is distributed with a sample standard deviation of 1846.86, arithmetic mean of 2039.94, and mean deviation of 1669.05. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - 13309066

    LDI SO EU Investor Sentiment

    Macroaxis portfolio users are unresponsive in their sentiment towards investing in LDI SO EU 30 EUR B. What is your trading attitude regarding investing in LDI SO EU 30 EUR B? Are you bullish or bearish?
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