Muzinich Loan (Ireland) Alpha and Beta Analysis Overview

F00000NF5R -- Ireland Fund  

EUR 94.77  0.02  0.0211%

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

Muzinich Loan Market Premiums

α0.005737β0.0037
30 days against DJI
Risk Adjusted Performance  

0.08

Jensen Alpha  

0.12

Total Risk Alpha  

0.25

Sortino Ratio  

0.0

Treynor Ratio  

1.35

Muzinich Loan Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Muzinich Loan to competition

Muzinich Loan Fundamental Vs Peers

FundamentalsMuzinich LoanPeer Average
Minimum Initial Investment1000 K8.09 M
Last Dividend Paid1.731.05

Muzinich Loan Opportunities

Muzinich Loan Return and Market Media

The median price of Muzinich Loan for the period between Sat, Jun 23, 2018 and Mon, Jul 23, 2018 is 97.05 with a coefficient of variation of 48.26. The daily time series for the period is distributed with a sample standard deviation of 38.15, arithmetic mean of 79.05, and mean deviation of 28.74. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000NF5R

Muzinich Loan EUR Investor Sentiment
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