NB EM (Ireland) Alpha and Beta Analysis Overview

24993596 -- Ireland Fund  

USD 8.61  0.05  0.58%

This module allows you to check different measures of market premium for NB EM LOC USD I2 AC as well as systematic risk associated with investing in NB EM over a specified time horizon. Check also NB EM Backtesting, Portfolio Optimization, NB EM Correlation, NB EM Hype Analysis, NB EM Volatility, NB EM History and analyze NB EM Performance.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

NB EM Market Premiums

α0.58β0.82
30 days against DJI
Risk Adjusted Performance  

0.02

Jensen Alpha  

0.0321

Total Risk Alpha  

0.34

Sortino Ratio  

0.0

Treynor Ratio  

0.098

NB EM expected buy-and-hold returns

NB EM Market Price Analysis

NB EM Return and Market Media

The median price of NB EM for the period between Wed, Jul 18, 2018 and Fri, Aug 17, 2018 is 0.0 with a coefficient of variation of 112.27. The daily time series for the period is distributed with a sample standard deviation of 4.11, arithmetic mean of 3.66, and mean deviation of 4.0. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - 24993596

NB EM LOC Investor Sentiment
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Check also NB EM Backtesting, Portfolio Optimization, NB EM Correlation, NB EM Hype Analysis, NB EM Volatility, NB EM History and analyze NB EM Performance. Please also try Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.