BRW US (Ireland) Alpha and Beta Analysis Overview

    23564676 -- Ireland Fund  

    USD 9.44  0.82  7.99%

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

    BRW US Market Premiums

    α0.1β0.16
    30 days against DJI
    Risk Adjusted Performance  

    0.0214

    Jensen Alpha  

    0.46

    Total Risk Alpha  

    1.24

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.0262

    BRW US Fundamentals

    BRW US Opportunities

    BRW US Return and Market Media

    The median price of BRW US for the period between Sat, Jun 23, 2018 and Mon, Jul 23, 2018 is 9.44 with a coefficient of variation of 90.05. The daily time series for the period is distributed with a sample standard deviation of 5.07, arithmetic mean of 5.63, and mean deviation of 4.82. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - 23564676

    BRW US SML Investor Sentiment
    Macroaxis portfolio users are unresponsive in their sentiment towards investing in BRW US SML USD A AC. What is your opinion about investing in BRW US SML USD A AC? Are you bullish or bearish?
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