GS Euro (Ireland) Alpha and Beta Analysis Overview

F000002BT9 -- Ireland Fund  

EUR 10,393  0.28  0.0027%

This module allows you to check different measures of market premium for GS Euro Liquid Res M Acc as well as systematic risk associated with investing in GS Euro over a specified time horizon. Additionally see Investing Opportunities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

GS Euro Market Premiums

α0.01β0.0067
30 days against DJI
Risk Adjusted Performance  

0.43

Jensen Alpha  

0.015819

Total Risk Alpha  

0.012226

Sortino Ratio  

0.0

Treynor Ratio  

52.63

GS Euro Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare GS Euro to competition

GS Euro Fundamental Vs Peers

FundamentalsGS EuroPeer Average
Net Asset9.53 B1.37 B
Minimum Initial Investment1000 K8.09 M
Cash Position Weight100.00 % 14.48 %

GS Euro Opportunities

GS Euro Return and Market Media

The median price of GS Euro for the period between Tue, Sep 18, 2018 and Thu, Oct 18, 2018 is 10409.0596 with a coefficient of variation of 93.44. The daily time series for the period is distributed with a sample standard deviation of 5309.47, arithmetic mean of 5682.51, and mean deviation of 5165.92. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F000002BT9

GS Euro Liquid Investor Sentiment

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