Legg Mason (Ireland) Alpha and Beta Analysis Overview

F000002H8F -- Ireland Fund  

USD 226.30  1.44  0.63%

This module allows you to check different measures of market premium for Legg Mason WA EM Ttl Ret Bd Prem 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

α0.04β0.43
30 days against DJI
Risk Adjusted Performance  

0.010373

Jensen Alpha  

0.002852

Total Risk Alpha  

0.042089

Sortino Ratio  

0.0

Treynor Ratio  

0.3402

Legg Mason Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Legg Mason to competition

Legg Mason Fundamental Vs Peers

FundamentalsLegg MasonPeer Average
Minimum Initial Investment30 M8.09 M
Cash Position Weight22.80 % 14.48 %
Bond Positions Weight61.05 % 14.72 %

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 229.27 with a coefficient of variation of 76.13. The daily time series for the period is distributed with a sample standard deviation of 113.08, arithmetic mean of 148.55, and mean deviation of 104.86. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F000002H8F

Legg Mason WA Investor Sentiment

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Additionally see Investing Opportunities. Please also try Bollinger Bands module to use bollinger bands indicator to analyze target price for a given investing horizon.
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