Sarasin IE (Ireland) Alpha and Beta Analysis Overview

    F00000P01W -- Ireland Fund  

     60.31  0.08  0.13%

    This module allows you to check different measures of market premium for Sarasin IE GlobalSar Dynamic P 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
    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

    Sarasin IE Opportunities

    Sarasin IE Return and Market Media

    The median price of Sarasin IE for the period between Wed, Aug 22, 2018 and Fri, Sep 21, 2018 is 60.31 with a coefficient of variation of 0.22. The daily time series for the period is distributed with a sample standard deviation of 0.13, arithmetic mean of 60.27, and mean deviation of 0.1. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  

    Current Sentiment - F00000P01W

    Sarasin IE GlobalSar Investor Sentiment

    Macroaxis portfolio users are insensible in their opinion about investing in Sarasin IE GlobalSar Dynamic P. What is your outlook on investing in Sarasin IE GlobalSar Dynamic 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 Balance Of Power module to check stock momentum by analyzing balance of power indicator and other technical ratios.