Polar Capital (Ireland) Alpha and Beta Analysis Overview

F000002QJ0 -- Ireland Fund  

USD 23.68  0.23  0.98%

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

Polar Capital Market Premiums

α0.96β0.16
30 days against DJI
Risk Adjusted Performance  

0.033939

Jensen Alpha  

0.25

Total Risk Alpha  

0.77

Sortino Ratio  

0.0

Treynor Ratio  

0.30

Polar Capital Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Polar Capital to competition

Polar Capital Fundamental Vs Peers

FundamentalsPolar CapitalPeer Average
Price to Earning9.87 times7.60 times
Price to Book0.77 times1.04 times
Price to Sales0.47 times1.03 times
One Year Return37.12 % 2.30 %
Three Year Return10.12 % 3.97 %
Five Year Return5.82 % 1.27 %
Net Asset107.13 B1.37 B

Polar Capital Opportunities

Polar Capital Return and Market Media

The median price of Polar Capital for the period between Fri, Aug 24, 2018 and Sun, Sep 23, 2018 is 0.0 with a coefficient of variation of 167.22. The daily time series for the period is distributed with a sample standard deviation of 10.81, arithmetic mean of 6.46, and mean deviation of 9.4. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F000002QJ0

Polar Capital Japan Investor Sentiment

Macroaxis portfolio users are insensible in their opinion about investing in Polar Capital Japan R USD Hdg. What is your perspective on investing in Polar Capital Japan R USD Hdg? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish
Skip

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Additionally see Investing Opportunities. Please also try Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
Search macroaxis.com