Mediolanum BB (Ireland) Alpha and Beta Analysis Overview

F000001AAY -- Ireland Fund  

EUR 18.62  0.40  2.10%

This module allows you to check different measures of market premium for Mediolanum BB MS Glbl Sel S A as well as systematic risk associated with investing in Mediolanum BB over a specified time horizon. Additionally see Investing Opportunities.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Mediolanum BB Market Premiums

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

0.2215

Jensen Alpha  

0.5895

Total Risk Alpha  

0.4302

Sortino Ratio  

2.1

Treynor Ratio  

6.83

Mediolanum BB Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Mediolanum BB to competition

Mediolanum BB Fundamental Vs Peers

FundamentalsMediolanum BBPeer Average
Net Asset726.67 M1.37 B
Minimum Initial Investment5 K8.09 M
Cash Position Weight17.56 % 14.48 %
Equity Positions Weight75.30 % 40.68 %
Bond Positions Weight6.24 % 14.72 %

Mediolanum BB Opportunities

Mediolanum BB Return and Market Media

The median price of Mediolanum BB for the period between Wed, Jul 18, 2018 and Fri, Aug 17, 2018 is 17.10300064 with a coefficient of variation of 48.47. The daily time series for the period is distributed with a sample standard deviation of 6.91, arithmetic mean of 14.25, and mean deviation of 5.18. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F000001AAY

Mediolanum BB MS Investor Sentiment
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Additionally see Investing Opportunities. Please also try Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.