Sarasin IE (Ireland) Alpha and Beta Analysis Overview

F00000OWJP -- Ireland Fund  

USD 34.76  0.05  0.14%

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.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Sarasin IE Market Premiums

α0.98β0.11
30 days against DJI
Risk Adjusted Performance  

0.0235

Jensen Alpha  

9.0E-4

Total Risk Alpha  

0.2979

Sortino Ratio  

0.0909

Treynor Ratio  

0.18

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 Thu, Sep 20, 2018 and Sat, Oct 20, 2018 is 33.49 with a coefficient of variation of 72.49. The daily time series for the period is distributed with a sample standard deviation of 16.34, arithmetic mean of 22.54, and mean deviation of 15.02. 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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