Legg Mason (Ireland) Alpha and Beta Analysis Overview

F000002H8F -- Ireland Fund  

USD 229.53  0.26  0.11%

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.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Legg Mason Market Premiums

α0.028639β0.0041
30 days against DJI
Risk Adjusted Performance  

0.18

Jensen Alpha  

0.037944

Total Risk Alpha  

0.07

Sortino Ratio  

0.0

Treynor Ratio  

25.15

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 Wed, Jun 20, 2018 and Fri, Jul 20, 2018 is 229.17 with a coefficient of variation of 82.81. The daily time series for the period is distributed with a sample standard deviation of 118.74, arithmetic mean of 143.4, and mean deviation of 107.55. 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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