Hermes Sourcecap (Ireland) Alpha and Beta Analysis Overview

    F00000NIFU -- Ireland Fund  

     268.00  8.00  2.90%

    This module allows you to check different measures of market premium for Hermes Sourcecap Europe ex UK Z GBP Acc as well as systematic risk associated with investing in Hermes Sourcecap over a specified time horizon. Additionally see Investing Opportunities.
     Time Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    Hermes Sourcecap Market Premiums

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

    0.30

    Jensen Alpha  

    0.79

    Total Risk Alpha  

    1.04

    Sortino Ratio  

    0.0

    Treynor Ratio  

    1,965

    Hermes Sourcecap Fundamentals

    Hermes Sourcecap Opportunities

    Hermes Sourcecap Return and Market Media

    The median price of Hermes Sourcecap for the period between Thu, Jul 19, 2018 and Sat, Aug 18, 2018 is 253.0 with a coefficient of variation of 77.51. The daily time series for the period is distributed with a sample standard deviation of 132.03, arithmetic mean of 170.33, and mean deviation of 113.56. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - F00000NIFU

    Hermes Sourcecap Europe Investor Sentiment
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