VAN US (Ireland) Alpha and Beta Analysis Overview

    2151915 -- Ireland Fund  

    USD 165.00  14.75  9.82%

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

    VAN US Market Premiums

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

    0.0227

    Jensen Alpha  

    0.13

    Total Risk Alpha  

    1.68

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.081

    VAN US Fundamentals

    VAN US Opportunities

    VAN US Return and Market Media

    The median price of VAN US for the period between Sun, Aug 26, 2018 and Tue, Sep 25, 2018 is 150.25 with a coefficient of variation of 80.61. The daily time series for the period is distributed with a sample standard deviation of 78.38, arithmetic mean of 97.23, and mean deviation of 74.08. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - 2151915

    VAN US USD Investor Sentiment

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