JAN GL (Ireland) Alpha and Beta Analysis Overview

    25769257 -- Ireland Fund  

    EUR 9.78  0.32  3.17%

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

    JAN GL Market Premiums

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

    0.15

    Jensen Alpha  

    0.39

    Total Risk Alpha  

    0.57

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.43

    JAN GL Fundamentals

    JAN GL Opportunities

    JAN GL Return and Market Media

    The median price of JAN GL for the period between Sat, Aug 25, 2018 and Mon, Sep 24, 2018 is 10.06 with a coefficient of variation of 1.27. The daily time series for the period is distributed with a sample standard deviation of 0.13, arithmetic mean of 10.03, and mean deviation of 0.09. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - 25769257

    JAN GL UNC Investor Sentiment

    Macroaxis portfolio users are unresponsive in their sentiment towards investing in JAN GL UNC EUR I AC. What is your judgment towards investing in JAN GL UNC EUR I AC? Are you bullish or bearish?
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