GS STR (Ireland) Alpha and Beta Analysis Overview

    1754500 -- Ireland Fund  

    GBP 13,929  0.13  0.0009%

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

    GS STR Market Premiums

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

    8.48

    Jensen Alpha  

    0.009857

    Total Risk Alpha  

    0.009995

    Sortino Ratio  

    0.0

    Treynor Ratio  

    98.45

    GS STR Fundamentals

    GS STR Opportunities

    GS STR Return and Market Media

    The median price of GS STR for the period between Mon, Jun 18, 2018 and Wed, Jul 18, 2018 is 13929.29 with a coefficient of variation of 77.46. The daily time series for the period is distributed with a sample standard deviation of 7193.09, arithmetic mean of 9286.24, and mean deviation of 6190.82. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - 1754500

    GS STR LQ Investor Sentiment
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