Sarasin IE (Ireland) Alpha and Beta Analysis Overview

F00000OWJO -- Ireland Fund  

USD 28.36  0.02  0.07%

This module allows you to check different measures of market premium for Sarasin IE EquiSar Glbl Thmtc P as well as systematic risk associated with investing in Sarasin IE over a specified time horizon. Additionally see Investing Opportunities.
 Time Horizon     30 Days    Login   to change
Run Premiums

Sarasin IE Market Premiums

30 days against DJI
Risk Adjusted Performance  


Jensen Alpha  


Total Risk Alpha  


Sortino Ratio  


Treynor Ratio  


Sarasin IE Fundamentals

 Better Than Average     
 Worse Than Average Compare Sarasin IE to competition

Sarasin IE Fundamental Vs Peers

FundamentalsSarasin IEPeer Average
Minimum Initial Investment1 K8.09 M
Last Dividend Paid0.331.05
Cash Position Weight0.32 % 14.48 %
Equity Positions Weight98.11 % 40.68 %

Sarasin IE Opportunities

Sarasin IE Return and Market Media

The median price of Sarasin IE for the period between Wed, Jun 20, 2018 and Fri, Jul 20, 2018 is 28.34 with a coefficient of variation of 0.21. The daily time series for the period is distributed with a sample standard deviation of 0.06, arithmetic mean of 28.31, and mean deviation of 0.04. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  

Current Sentiment - F00000OWJO

Sarasin IE EquiSar Investor Sentiment
Macroaxis portfolio users are insensible in their opinion about investing in Sarasin IE EquiSar Glbl Thmtc P. What is your outlook on investing in Sarasin IE EquiSar Glbl Thmtc P? Are you bullish or bearish?
50% Bullish
50% Bearish

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 Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.