Legg Mason (Ireland) Alpha and Beta Analysis Overview

F000000R26 -- Ireland Fund  

USD 75.68  0.10  0.13%

This module allows you to check different measures of market premium for Legg Mason WA Glb Hi Yld B G USD Inc D as well as systematic risk associated with investing in Legg Mason over a specified time horizon. Additionally see Investing Opportunities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Legg Mason Market Premiums

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

0.40

Jensen Alpha  

0.27

Total Risk Alpha  

0.21

Sortino Ratio  

0.0

Treynor Ratio  

3.82

Legg Mason Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Legg Mason to competition

Legg Mason Fundamental Vs Peers

FundamentalsLegg MasonPeer Average
Minimum Initial Investment1 K8.09 M
Last Dividend Paid0.371.05
Cash Position Weight32.79 % 14.48 %
Equity Positions Weight0.72 % 40.68 %
Bond Positions Weight54.48 % 14.72 %

Legg Mason Opportunities

Legg Mason Return and Market Media

The median price of Legg Mason for the period between Tue, Sep 18, 2018 and Thu, Oct 18, 2018 is 75.52 with a coefficient of variation of 69.02. The daily time series for the period is distributed with a sample standard deviation of 36.73, arithmetic mean of 53.21, and mean deviation of 31.93. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F000000R26

Legg Mason WA Investor Sentiment

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