VAN PAC (Ireland) Alpha and Beta Analysis Overview

    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.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    VAN PAC Market Premiums

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

    0.0161

    Jensen Alpha  

    0.0764

    Total Risk Alpha  

    0.84

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.32

    VAN PAC Fundamentals

    VAN PAC Opportunities

    VAN PAC Return and Market Media

    The median price of VAN PAC for the period between Wed, Aug 22, 2018 and Fri, Sep 21, 2018 is 189.45 with a coefficient of variation of 86.32. The daily time series for the period is distributed with a sample standard deviation of 98.87, arithmetic mean of 114.54, and mean deviation of 94.33. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - 1924820

    VAN PAC INS Investor Sentiment

    Macroaxis portfolio users are unresponsive in their sentiment towards investing in VAN PAC INS USD ACC. What is your outlook on investing in VAN PAC INS USD ACC? Are you bullish or bearish?
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