KBI Instl (Ireland) Alpha and Beta Analysis Overview

F00000N2JA -- Ireland Fund  

EUR 18.58  0.11  0.60%

This module allows you to check different measures of market premium for KBI Instl Eurozone Equity HIYEU EUR B as well as systematic risk associated with investing in KBI Instl over a specified time horizon. Additionally see Investing Opportunities.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

KBI Instl Market Premiums

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

0.1425

Jensen Alpha  

0.265

Total Risk Alpha  

0.1732

Sortino Ratio  

0.0

Treynor Ratio  

0.7065

KBI Instl Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare KBI Instl to competition

KBI Instl Fundamental Vs Peers

FundamentalsKBI InstlPeer Average
Price to Earning13.74 times7.60 times
Price to Book1.52 times1.04 times
Price to Sales0.96 times1.03 times
One Year Return8.58 % 2.30 %
Three Year Return8.76 % 3.97 %
Five Year Return5.93 % 1.27 %
Net Asset54.22 M1.37 B

KBI Instl Opportunities

KBI Instl Return and Market Media

The median price of KBI Instl for the period between Sun, Jul 22, 2018 and Tue, Aug 21, 2018 is 18.06 with a coefficient of variation of 103.31. The daily time series for the period is distributed with a sample standard deviation of 9.67, arithmetic mean of 9.36, and mean deviation of 9.36. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000N2JA

KBI Instl Eurozone Investor Sentiment
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