Legg Mason (Ireland) Alpha and Beta Analysis Overview

F00000NE4X -- Ireland Fund  

USD 125.39  0.12  0.1%

This module allows you to check different measures of market premium for Legg Mason WA Global Credit A Acc USD as well as systematic risk associated with investing in Legg Mason over a specified time horizon. Additionally see Investing Opportunities.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Legg Mason Market Premiums

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

0.0271

Jensen Alpha  

0.0129

Total Risk Alpha  

0.07

Sortino Ratio  

0.0

Treynor Ratio  

2.16

Legg Mason Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Legg Mason to competition

Legg Mason Fundamental Vs Peers

FundamentalsLegg MasonPeer Average
Minimum Initial Investment1 K8.09 M
Cash Position Weight33.38 % 14.48 %
Bond Positions Weight51.42 % 14.72 %

Legg Mason Opportunities

Legg Mason Return and Market Media

The median price of Legg Mason for the period between Tue, Jun 19, 2018 and Thu, Jul 19, 2018 is 125.22 with a coefficient of variation of 77.46. The daily time series for the period is distributed with a sample standard deviation of 64.57, arithmetic mean of 83.36, and mean deviation of 55.57. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000NE4X

Legg Mason WA Investor Sentiment
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