GLG MAN (Ireland) Alpha and Beta Analysis Overview

    22480604 -- Ireland Fund  

    USD 94.37  2.80  3.06%

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

    GLG MAN Market Premiums

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

    0.0139

    Jensen Alpha  

    0.0314

    Total Risk Alpha  

    0.284

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.045

    GLG MAN Fundamentals

    GLG MAN Opportunities

    GLG MAN Return and Market Media

    The median price of GLG MAN for the period between Sat, Sep 15, 2018 and Mon, Oct 15, 2018 is 91.57 with a coefficient of variation of 88.76. The daily time series for the period is distributed with a sample standard deviation of 47.16, arithmetic mean of 53.13, and mean deviation of 45.54. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - 22480604

    GLG MAN DNHUSD Investor Sentiment

    Macroaxis portfolio users are unresponsive in their sentiment towards investing in GLG MAN DNHUSD. What is your judgment towards investing in GLG MAN DNHUSD? Are you bullish or bearish?
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