GAM Star (Ireland) Alpha and Beta Analysis Overview

F00000QBNR -- Ireland Fund  

USD 28.28  0.06  0.21%

This module allows you to check different measures of market premium for GAM Star Japan Equity Z USD Acc as well as systematic risk associated with investing in GAM Star over a specified time horizon. Additionally see Investing Opportunities.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

GAM Star Market Premiums

α0.08β0.05
30 days against DJI
Risk Adjusted Performance  

0.06

Jensen Alpha  

0.16

Total Risk Alpha  

0.41

Sortino Ratio  

0.0

Treynor Ratio  

1.01

GAM Star Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare GAM Star to competition

GAM Star Fundamental Vs Peers

FundamentalsGAM StarPeer Average
Last Dividend Paid0.061.05
Cash Position Weight0.35 % 14.48 %
Equity Positions Weight99.65 % 40.68 %

GAM Star Opportunities

GAM Star Return and Market Media

The median price of GAM Star for the period between Thu, Jun 21, 2018 and Sat, Jul 21, 2018 is 27.62 with a coefficient of variation of 89.9. The daily time series for the period is distributed with a sample standard deviation of 14.44, arithmetic mean of 16.07, and mean deviation of 13.77. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000QBNR

GAM Star Japan Investor Sentiment
Macroaxis portfolio users are insensible in their opinion about investing in GAM Star Japan Equity Z USD Acc. What is your judgment towards investing in GAM Star Japan Equity Z USD Acc? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish
Skip

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 Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
vendors/bower_components/jquery.easy-pie-chart/dist/jquery.easypiechart.min.js">