BlackRock ICS (Ireland) Alpha and Beta Analysis Overview

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

BlackRock ICS Market Premiums

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

0.2433

Jensen Alpha  

0.0

Total Risk Alpha  

0.0175

Sortino Ratio  

0.0

Treynor Ratio  

0.0

BlackRock ICS Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare BlackRock ICS to competition

BlackRock ICS Fundamental Vs Peers

FundamentalsBlackRock ICSPeer Average
Net Asset4.52 B1.37 B
Minimum Initial Investment1000 K8.09 M
Cash Position Weight100.00 % 14.48 %

BlackRock ICS Opportunities

BlackRock ICS Return and Market Media

The median price of BlackRock ICS for the period between Sat, Jul 21, 2018 and Mon, Aug 20, 2018 is 101.43 with a coefficient of variation of 82.81. The daily time series for the period is distributed with a sample standard deviation of 52.57, arithmetic mean of 63.48, and mean deviation of 47.61. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000MI6B

BlackRock ICS US Investor Sentiment
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