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.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    GS STR Market Premiums

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

    6.88

    Jensen Alpha  

    0.009967

    Total Risk Alpha  

    0.010241

    Sortino Ratio  

    0.0

    Treynor Ratio  

    50.0

    GS STR Fundamentals

    GS STR Opportunities

    GS STR Return and Market Media

    The median price of GS STR for the period between Sat, Aug 25, 2018 and Mon, Sep 24, 2018 is 13929.29 with a coefficient of variation of 86.24. The daily time series for the period is distributed with a sample standard deviation of 7066.36, arithmetic mean of 8193.74, and mean deviation of 6747.78. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - 1754500

    GS STR LQ Investor Sentiment

    Macroaxis portfolio users are unresponsive in their sentiment towards investing in GS STR LQ RS PRF AC. What is your judgment towards investing in GS STR LQ RS PRF AC? Are you bullish or bearish?
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