Dimensional European (Ireland) Alpha and Beta Analysis Overview

F0000023MS -- Ireland Fund  

USD 10.26  0.27  2.56%

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

Dimensional European Market Premiums

α0.28β1.75
30 days against DJI
Risk Adjusted Performance  

0.028308

Jensen Alpha  

0.032531

Total Risk Alpha  

0.18

Sortino Ratio  

0.0

Treynor Ratio  

5.33

Dimensional European Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Dimensional European to competition

Dimensional European Fundamental Vs Peers

FundamentalsDimensional EuropeanPeer Average
Minimum Initial Investment200 K8.09 M
Cash Position Weight0.46 % 14.48 %
Equity Positions Weight99.05 % 40.68 %

Dimensional European Opportunities

Dimensional European Return and Market Media

The median price of Dimensional European for the period between Fri, Aug 24, 2018 and Sun, Sep 23, 2018 is 10.27 with a coefficient of variation of 73.86. The daily time series for the period is distributed with a sample standard deviation of 5.06, arithmetic mean of 6.86, and mean deviation of 4.57. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F0000023MS

Dimensional European Investor Sentiment

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Additionally see Investing Opportunities. Please also try Fundamental Analysis module to view fundamental data based on most recent published financial statements.
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