Sarasin IE (Ireland) Alpha and Beta Analysis Overview

F00000OWJP -- Ireland Fund  

USD 33.15  0.34  1.02%

This module allows you to check different measures of market premium for Sarasin IE EquiSar Glbl Thmtc P Acc 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

α1.36β0.81
30 days against DJI
Risk Adjusted Performance  

0.1027

Jensen Alpha  

0.3179

Total Risk Alpha  

0.022719

Sortino Ratio  

0.0

Treynor Ratio  

1.27

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 Paid0.41.05
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 Fri, Jul 20, 2018 and Sun, Aug 19, 2018 is 33.03 with a coefficient of variation of 89.9. The daily time series for the period is distributed with a sample standard deviation of 17.31, arithmetic mean of 19.25, and mean deviation of 16.5. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000OWJP

Sarasin IE EquiSar Investor Sentiment
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