Legg Mason (Ireland) Alpha and Beta Analysis Overview

F0000020NB -- Ireland Fund  

USD 75.75  0.70  0.92%

This module allows you to check different measures of market premium for Legg Mason QS Emerging Makts Eq C Acc 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

α0.17β0.06
30 days against DJI
Risk Adjusted Performance  

0.043177

Jensen Alpha  

0.21

Total Risk Alpha  

0.65

Sortino Ratio  

0.0

Treynor Ratio  

0.66

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
Cash Position Weight1.71 % 14.48 %
Equity Positions Weight98.13 % 40.68 %

Legg Mason Opportunities

Legg Mason Return and Market Media

The median price of Legg Mason for the period between Sun, Aug 26, 2018 and Tue, Sep 25, 2018 is 77.38 with a coefficient of variation of 85.23. The daily time series for the period is distributed with a sample standard deviation of 39.84, arithmetic mean of 46.75, and mean deviation of 38.25. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F0000020NB

Legg Mason QS Investor Sentiment

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