GlobalAccess Japan (Ireland) Alpha and Beta Analysis Overview

F00000JVTM -- Ireland Fund  

JPY 168.38  0.32  0.19%

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

GlobalAccess Japan Market Premiums

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

0.008872

Jensen Alpha  

0.004415

Total Risk Alpha  

0.06

Sortino Ratio  

0.0

Treynor Ratio  

0.167

GlobalAccess Japan Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare GlobalAccess Japan to competition

GlobalAccess Japan Fundamental Vs Peers

FundamentalsGlobalAccess JapanPeer Average
Minimum Initial Investment1.5 K8.09 M
Cash Position Weight1.38 % 14.48 %
Equity Positions Weight98.62 % 40.68 %

GlobalAccess Japan Opportunities

GlobalAccess Japan Return and Market Media

The median price of GlobalAccess Japan for the period between Mon, Aug 20, 2018 and Wed, Sep 19, 2018 is 170.85 with a coefficient of variation of 95.74. The daily time series for the period is distributed with a sample standard deviation of 89.36, arithmetic mean of 93.34, and mean deviation of 84.85. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000JVTM

GlobalAccess Japan Investor Sentiment

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