VAN PAC (Ireland) Alpha and Beta Analysis Overview

    1924820 -- Ireland Fund  

    USD 200.00  10.55  5.57%

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

    VAN PAC Market Premiums

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

    0.0182

    Jensen Alpha  

    0.2144

    Total Risk Alpha  

    0.73

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.038197

    VAN PAC Fundamentals

    VAN PAC Opportunities

    VAN PAC Return and Market Media

    The median price of VAN PAC for the period between Mon, Jun 18, 2018 and Wed, Jul 18, 2018 is 189.45 with a coefficient of variation of 86.15. The daily time series for the period is distributed with a sample standard deviation of 100.65, arithmetic mean of 116.84, and mean deviation of 93.47. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - 1924820

    VAN PAC INS Investor Sentiment
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