LDI RPI (Ireland) Alpha and Beta Analysis Overview

    2697271 -- Ireland Fund  

    GBP 25,281  13,272  34.42%

    This module allows you to check different measures of market premium for LDI RPI 2036 40 GBP as well as systematic risk associated with investing in LDI RPI over a specified time horizon. Check also Trending Equities.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    LDI RPI Market Premiums

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

    0.0155

    Jensen Alpha  

    0.2142

    Total Risk Alpha  

    5.07

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.8095

    LDI RPI Fundamentals

    LDI RPI Opportunities

    LDI RPI Return and Market Media

    The median price of LDI RPI for the period between Sat, Sep 15, 2018 and Mon, Oct 15, 2018 is 25281.16 with a coefficient of variation of 62.17. The daily time series for the period is distributed with a sample standard deviation of 14974.4, arithmetic mean of 24087.05, and mean deviation of 10705.35. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - 2697271

    LDI RPI 2036 Investor Sentiment

    Macroaxis portfolio users are unresponsive in their sentiment towards investing in LDI RPI 2036 40 GBP. What is your trading attitude regarding investing in LDI RPI 2036 40 GBP? 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 Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
    Search macroaxis.com