Perkins US (Ireland) Alpha and Beta Analysis Overview

F00000NFBA -- Ireland Fund  

EUR 16.27  0.78  5.04%

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

Perkins US Market Premiums

α0.66β0.40
30 days against DJI
Risk Adjusted Performance  

0.42

Jensen Alpha  

0.3223

Total Risk Alpha  

0.4544

Sortino Ratio  

0.0

Treynor Ratio  

21.17

Perkins US Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Perkins US to competition

Perkins US Fundamental Vs Peers

FundamentalsPerkins USPeer Average
Minimum Initial Investment2.5 K8.09 M
Cash Position Weight6.02 % 14.48 %
Equity Positions Weight93.98 % 40.68 %

Perkins US Opportunities

Perkins US Return and Market Media

The median price of Perkins US for the period between Sun, Sep 23, 2018 and Tue, Oct 23, 2018 is 15.53 with a coefficient of variation of 62.76. The daily time series for the period is distributed with a sample standard deviation of 7.23, arithmetic mean of 11.51, and mean deviation of 6.28. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000NFBA

Perkins US Strategic Investor Sentiment

Macroaxis portfolio users are insensible in their opinion about investing in Perkins US Strategic Value E EUR Acc Hdg. What is your perspective on investing in Perkins US Strategic Value E EUR Acc Hdg? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish
Skip

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Additionally see Investing Opportunities. Please also try ETF Directory module to find actively-traded exchange traded funds (etf) from around the world.
Search macroaxis.com