GAM Star (Ireland) Alpha and Beta Analysis Overview

F000005IQ3 -- Ireland Fund  

USD 11.85  0.32  2.63%

This module allows you to check different measures of market premium for GAM Star Global Selector USD Acc as well as systematic risk associated with investing in GAM Star over a specified time horizon. Additionally see Investing Opportunities.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

GAM Star Market Premiums

α0.62β1.08
30 days against DJI
Risk Adjusted Performance  

0.09

Jensen Alpha  

0.13

Total Risk Alpha  

0.25

Sortino Ratio  

0.0

Treynor Ratio  

2.29

GAM Star Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare GAM Star to competition

GAM Star Fundamental Vs Peers

FundamentalsGAM StarPeer Average
Minimum Initial Investment10 K8.09 M
Cash Position Weight39.08 % 14.48 %
Equity Positions Weight54.64 % 40.68 %
Bond Positions Weight5.50 % 14.72 %

GAM Star Opportunities

GAM Star Return and Market Media

The median price of GAM Star for the period between Thu, Jul 19, 2018 and Sat, Aug 18, 2018 is 12.52 with a coefficient of variation of 92.81. The daily time series for the period is distributed with a sample standard deviation of 6.44, arithmetic mean of 6.94, and mean deviation of 6.24. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F000005IQ3

GAM Star Global Investor Sentiment
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Additionally see Investing Opportunities. Please also try Commodity Channel Index module to use commodity channel index to analyze current equity momentum.