CR MAR (Ireland) Alpha and Beta Analysis Overview

    4778476 -- Ireland Fund  

    EUR 194.75  17.07  8.06%

    This module allows you to check different measures of market premium for CR MAR II EUR A as well as systematic risk associated with investing in CR MAR over a specified time horizon. Check also Trending Equities.
     Time Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    CR MAR Market Premiums

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

    0.022032

    Jensen Alpha  

    0.42

    Total Risk Alpha  

    1.15

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.20

    CR MAR Fundamentals

    CR MAR Opportunities

    CR MAR Return and Market Media

    The median price of CR MAR for the period between Thu, Jul 19, 2018 and Sat, Aug 18, 2018 is 194.75 with a coefficient of variation of 102.53. The daily time series for the period is distributed with a sample standard deviation of 103.82, arithmetic mean of 101.25, and mean deviation of 101.25. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - 4778476

    CR MAR II Investor Sentiment
    Macroaxis portfolio users are unresponsive in their sentiment towards investing in CR MAR II EUR A. What is your opinion about investing in CR MAR II EUR A? 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 Cryptocurrency Correlation module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins and exchanges.