Legg Mason (Ireland) Alpha and Beta Analysis Overview

F00000Q6KK -- Ireland Fund  

USD 92.49  0.13  0.14%

This module allows you to check different measures of market premium for Legg Mason WA Emerg Mkts CorpBdLMInc as well as systematic risk associated with investing in Legg Mason over a specified time horizon. Additionally see Investing Opportunities.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Legg Mason Market Premiums

α0.4β0.24
30 days against DJI
Risk Adjusted Performance  

0.19

Jensen Alpha  

0.37

Total Risk Alpha  

0.55

Sortino Ratio  

0.0

Treynor Ratio  

5.57

Legg Mason Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Legg Mason to competition

Legg Mason Fundamental Vs Peers

FundamentalsLegg MasonPeer Average
Net Asset21.76 M1.37 B
Last Dividend Paid0.361.05
Cash Position Weight23.93 % 14.48 %
Equity Positions Weight0.02 % 40.68 %
Bond Positions Weight59.79 % 14.72 %

Legg Mason Opportunities

Legg Mason Return and Market Media

The median price of Legg Mason for the period between Fri, Jul 20, 2018 and Sun, Aug 19, 2018 is 92.78 with a coefficient of variation of 89.91. The daily time series for the period is distributed with a sample standard deviation of 48.51, arithmetic mean of 53.95, and mean deviation of 46.24. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000Q6KK

Legg Mason WA Investor Sentiment
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