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.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    BRW US Market Premiums

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

    0.0205

    Jensen Alpha  

    0.2084

    Total Risk Alpha  

    1.81

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.24

    BRW US Fundamentals

    BRW US Opportunities

    BRW US Return and Market Media

    The median price of BRW US for the period between Fri, Aug 24, 2018 and Sun, Sep 23, 2018 is 9.44 with a coefficient of variation of 88.92. The daily time series for the period is distributed with a sample standard deviation of 5.0, 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?
    Bullish
    Bearish
    50% Bullish
    50% Bearish
    Skip

    Build Diversified Portfolios

    Align your risk with return expectations

    Fix your portfolio
    By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
    Check also Trending Equities. Please also try Money Managers module to screen money managers from public funds and etfs managed around the world.
    Search macroaxis.com