Mediolanum BB (Ireland) Alpha and Beta Analysis Overview

F00000HLBA -- Ireland Fund  

EUR 6.53  0.06  0.91%

This module allows you to check different measures of market premium for Mediolanum BB DWS MegaTrend Select L A as well as systematic risk associated with investing in Mediolanum BB over a specified time horizon. Additionally see Investing Opportunities.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Mediolanum BB Market Premiums

α0.00β0.00
30 days against DJI
Risk Adjusted Performance  

0.0733

Jensen Alpha  

0.1502

Total Risk Alpha  

0.1528

Sortino Ratio  

0.0

Treynor Ratio  

0.385

Mediolanum BB Fundamentals

    
 Better Than Average     
    
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Mediolanum BB Fundamental Vs Peers

FundamentalsMediolanum BBPeer Average
Net Asset194.76 M1.37 B
Minimum Initial Investment5 K8.09 M
Cash Position Weight7.91 % 14.48 %
Equity Positions Weight90.48 % 40.68 %
Bond Positions Weight1.28 % 14.72 %

Mediolanum BB Opportunities

Mediolanum BB Return and Market Media

The median price of Mediolanum BB for the period between Tue, Jul 17, 2018 and Thu, Aug 16, 2018 is 6.37 with a coefficient of variation of 105.42. The daily time series for the period is distributed with a sample standard deviation of 3.4, arithmetic mean of 3.22, and mean deviation of 3.22. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000HLBA

Mediolanum BB DWS Investor Sentiment
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