Veritas Global (Ireland) Alpha and Beta Analysis Overview

F00000OKTJ -- Ireland Fund  

GBp 4,590  30.00  0.66%

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

Veritas Global Market Premiums

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

0.138

Jensen Alpha  

685.07

Total Risk Alpha  

512.62

Sortino Ratio  

0.0

Treynor Ratio  

7.24

Veritas Global Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Veritas Global to competition

Veritas Global Fundamental Vs Peers

FundamentalsVeritas GlobalPeer Average
Minimum Initial Investment20 M8.09 M
Last Dividend Paid0.131.05
Cash Position Weight7.45 % 14.48 %
Equity Positions Weight92.55 % 40.68 %

Veritas Global Opportunities

Veritas Global Return and Market Media

The median price of Veritas Global for the period between Sat, Jul 21, 2018 and Mon, Aug 20, 2018 is 3891.0 with a coefficient of variation of 103.19. The daily time series for the period is distributed with a sample standard deviation of 2060.12, arithmetic mean of 1996.53, and mean deviation of 1984.47. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000OKTJ

Veritas Global Focus Investor Sentiment
Macroaxis portfolio users are insensible in their opinion about investing in Veritas Global Focus GBP D. What is your outlook on investing in Veritas Global Focus GBP D? 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 World Markets Correlation module to find global opportunities by holding instruments from different markets.