LDI IIFIG (Ireland) Alpha and Beta Analysis Overview

    3929819 -- Ireland Fund  

    GBP 1.25  0.05  3.85%

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

    LDI IIFIG Market Premiums

    α0.97β0.11
    30 days against DJI
    Risk Adjusted Performance  

    0.06

    Jensen Alpha  

    0.25

    Total Risk Alpha  

    0.76

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.6334

    LDI IIFIG Fundamentals

    LDI IIFIG Opportunities

    LDI IIFIG Return and Market Media

    The median price of LDI IIFIG for the period between Tue, Jun 19, 2018 and Thu, Jul 19, 2018 is 1.25 with a coefficient of variation of 88.31. The daily time series for the period is distributed with a sample standard deviation of 0.65, arithmetic mean of 0.74, and mean deviation of 0.62. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - 3929819

    LDI IIFIG GBP Investor Sentiment
    Macroaxis portfolio users are unresponsive in their sentiment towards investing in LDI IIFIG GBP S ACC. What is your trading attitude regarding investing in LDI IIFIG GBP S ACC? Are you bullish or bearish?
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