GBL EVOL (Germany) Alpha and Beta Analysis Overview

    C9DA -- Germany Fund  

    EUR 152.58  0.00  0.00%

    This module allows you to check different measures of market premium for GBL EVOL F FRON MKTS R as well as systematic risk associated with investing in GBL EVOL over a specified time horizon. Check also Trending Equities.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    GBL EVOL Market Premiums

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

    0.39

    Jensen Alpha  

    0.029035

    Total Risk Alpha  

    0.02456

    Sortino Ratio  

    0.0

    Treynor Ratio  

    10.43

    GBL EVOL Fundamentals

    GBL EVOL Opportunities

    GBL EVOL Return and Market Media

    The median price of GBL EVOL for the period between Mon, Sep 17, 2018 and Wed, Oct 17, 2018 is 152.58 with a coefficient of variation of 57.18. The daily time series for the period is distributed with a sample standard deviation of 66.73, arithmetic mean of 116.71, and mean deviation of 54.92. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - C9DA

    GBL EVOL F Investor Sentiment

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