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
Symbol
Run Premiums

Sarasin IE Market Premiums

α0.023581β0.0014
30 days against DJI
Risk Adjusted Performance  

0.2817

Jensen Alpha  

0.0924

Total Risk Alpha  

0.0439

Sortino Ratio  

0.0

Treynor Ratio  

3.61

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 (%)  
      Timeline 

Current Sentiment - F00000OWJO

Sarasin IE EquiSar Investor Sentiment
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