SSgA GBP (Ireland) Alpha and Beta Analysis Overview

    F00000NMLU -- Ireland Fund  

    GBp 1,142  0.00  0.00%

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

    SSgA GBP Market Premiums

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

    0.3156

    Jensen Alpha  

    0.0151

    Total Risk Alpha  

    0.0236

    Sortino Ratio  

    0.0

    Treynor Ratio  

    75.4

    SSgA GBP Fundamentals

        
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    SSgA GBP Fundamental Vs Peers

    FundamentalsSSgA GBPPeer Average
    Minimum Initial Investment500 K8.09 M
    Cash Position Weight100.00 % 14.48 %

    SSgA GBP Opportunities

    SSgA GBP Return and Market Media

    The median price of SSgA GBP for the period between Sat, Sep 22, 2018 and Mon, Oct 22, 2018 is 1140.0 with a coefficient of variation of 54.19. The daily time series for the period is distributed with a sample standard deviation of 485.35, arithmetic mean of 895.57, and mean deviation of 383.82. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - F00000NMLU

    SSgA GBP Liquidity Investor Sentiment

    Macroaxis portfolio users are insensible in their opinion about investing in SSgA GBP Liquidity Z Acc. What is your outlook on investing in SSgA GBP Liquidity Z Acc? Are you bullish or bearish?
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