BNY DYN (Ireland) Alpha and Beta Analysis Overview

    28300797 -- Ireland Fund  

    USD 0.91  0.03  3.19%

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

    BNY DYN Market Premiums

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

    0.0132

    Jensen Alpha  

    0.0132

    Total Risk Alpha  

    0.21

    Sortino Ratio  

    0.0

    Treynor Ratio  

    1.03

    BNY DYN Fundamentals

    BNY DYN Opportunities

    BNY DYN Return and Market Media

    The median price of BNY DYN for the period between Wed, Jul 18, 2018 and Fri, Aug 17, 2018 is 0.91 with a coefficient of variation of 89.9. The daily time series for the period is distributed with a sample standard deviation of 0.48, arithmetic mean of 0.53, and mean deviation of 0.45. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - 28300797

    BNY DYN TO Investor Sentiment
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