Wellington Strategic (Ireland) Alpha and Beta Analysis Overview

F00000OWPE -- Ireland Fund  

EUR 17.59  0.04  0.23%

This module allows you to check different measures of market premium for Wellington Strategic Eurp Eq D EUR Acc as well as systematic risk associated with investing in Wellington Strategic over a specified time horizon. Additionally see Wellington Strategic Backtesting, Portfolio Optimization, Wellington Strategic Correlation, Wellington Strategic Hype Analysis, Wellington Strategic Volatility, Wellington Strategic History and analyze Wellington Strategic Performance.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Wellington Strategic Market Premiums

α0.048638β0.02
30 days against DJI
Risk Adjusted Performance  

0.0924

Jensen Alpha  

0.0782

Total Risk Alpha  

0.032038

Sortino Ratio  

0.04322

Treynor Ratio  

1.24

Wellington Strategic expected buy-and-hold returns

Wellington Strategic Market Price Analysis

Wellington Strategic Return and Market Media

The median price of Wellington Strategic for the period between Sat, Jun 23, 2018 and Mon, Jul 23, 2018 is 17.441 with a coefficient of variation of 40.69. The daily time series for the period is distributed with a sample standard deviation of 6.13, arithmetic mean of 15.06, and mean deviation of 4.11. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000OWPE

Wellington Strategic Investor Sentiment
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Additionally see Wellington Strategic Backtesting, Portfolio Optimization, Wellington Strategic Correlation, Wellington Strategic Hype Analysis, Wellington Strategic Volatility, Wellington Strategic History and analyze Wellington Strategic Performance. Please also try My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
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