Principal Preferred (Ireland) Alpha and Beta Analysis Overview

F00000Q3K6 -- Ireland Fund  

EUR 7.35  0.00  0.00%

This module allows you to check different measures of market premium for Principal Preferred Secs A EUR Hdg as well as systematic risk associated with investing in Principal Preferred over a specified time horizon. Additionally see Investing Opportunities.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Principal Preferred Market Premiums

α0.00β0.00
30 days against DJI
Risk Adjusted Performance  

0.27

Jensen Alpha  

0.58

Total Risk Alpha  

0.78

Sortino Ratio  

0.0

Treynor Ratio  

319.53

Principal Preferred Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Principal Preferred to competition

Principal Preferred Fundamental Vs Peers

FundamentalsPrincipal PreferredPeer Average
Minimum Initial Investment2 M8.09 M
Last Dividend Paid0.081.05
Cash Position Weight4.48 % 14.48 %
Equity Positions Weight4.08 % 40.68 %
Bond Positions Weight61.60 % 14.72 %

Principal Preferred Opportunities

Principal Preferred Return and Market Media

The median price of Principal Preferred for the period between Fri, Jul 20, 2018 and Sun, Aug 19, 2018 is 7.52 with a coefficient of variation of 1.32. The daily time series for the period is distributed with a sample standard deviation of 0.1, arithmetic mean of 7.44, and mean deviation of 0.08. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000Q3K6

Principal Preferred Investor Sentiment
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Additionally see Investing Opportunities. Please also try Pair Correlation module to compare performance and examine historical correlation between any two equity instruments.