BlackRock ICS (Ireland) Alpha and Beta Analysis Overview

F00000N8M1 -- Ireland Fund  

GBp 10,687  0.00  0.00%

This module allows you to check different measures of market premium for BlackRock ICS Sterling Liq Age 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  

1.00

Jensen Alpha  

0.008436

Total Risk Alpha  

0.008428

Sortino Ratio  

0.0

Treynor Ratio  

3.52

BlackRock ICS Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare BlackRock ICS to competition

BlackRock ICS Fundamental Vs Peers

FundamentalsBlackRock ICSPeer Average
Net Asset20.9 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 Mon, Jul 16, 2018 and Wed, Aug 15, 2018 is 10680.0 with a coefficient of variation of 77.46. The daily time series for the period is distributed with a sample standard deviation of 5515.39, arithmetic mean of 7120.33, and mean deviation of 4746.89. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000N8M1

BlackRock ICS Sterling Investor Sentiment
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