UBS SEL (Ireland) Alpha and Beta Analysis Overview

    1480202 -- Ireland Fund  

    USD 118.66  0.01  0.0084%

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

    UBS SEL Market Premiums

    α0β0.0004
    30 days against DJI
    Risk Adjusted Performance  

    0.14

    Jensen Alpha  

    0.07

    Total Risk Alpha  

    0.13

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.8857

    UBS SEL Fundamentals

    UBS SEL Opportunities

    UBS SEL Return and Market Media

    The median price of UBS SEL for the period between Tue, Jun 19, 2018 and Thu, Jul 19, 2018 is 118.66 with a coefficient of variation of 85.17. The daily time series for the period is distributed with a sample standard deviation of 59.86, arithmetic mean of 70.28, and mean deviation of 57.5. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - 1480202

    UBS SEL USD Investor Sentiment
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