Mediolanum (Ireland) Alpha and Beta Analysis Overview

F000000GLD -- Ireland Fund  

EUR 13.73  0.02  0.15%

This module allows you to check different measures of market premium for Mediolanum Ch Provident 3 as well as systematic risk associated with investing in Mediolanum over a specified time horizon. Additionally see Investing Opportunities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Mediolanum Market Premiums

α0.16β0.20
30 days against DJI
Risk Adjusted Performance  

0.013299

Jensen Alpha  

0.039679

Total Risk Alpha  

0.15

Sortino Ratio  

0.0

Treynor Ratio  

0.14

Mediolanum Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Mediolanum to competition

Mediolanum Fundamental Vs Peers

FundamentalsMediolanumPeer Average
Net Asset162.23 M1.37 B
Minimum Initial Investment5008.09 M
Cash Position Weight28.83 % 14.48 %
Bond Positions Weight71.06 % 14.72 %

Mediolanum Opportunities

Mediolanum Return and Market Media

The median price of Mediolanum for the period between Thu, Aug 23, 2018 and Sat, Sep 22, 2018 is 13.86 with a coefficient of variation of 55.51. The daily time series for the period is distributed with a sample standard deviation of 5.95, arithmetic mean of 10.71, and mean deviation of 4.87. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F000000GLD

Mediolanum Ch Provident Investor Sentiment

Macroaxis portfolio users are insensible in their opinion about investing in Mediolanum Ch Provident 3. What is your trading attitude regarding investing in Mediolanum Ch Provident 3? Are you bullish or bearish?
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Additionally see Investing Opportunities. Please also try Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.
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