Lyxor Tiedemann (Ireland) Alpha and Beta Analysis Overview

    F00000QESG -- Ireland Fund  

    EUR 106.66  0.56  0.53%

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

    Lyxor Tiedemann Market Premiums

    α0.13β0.03
    30 days against DJI
    Risk Adjusted Performance  

    0.1428

    Jensen Alpha  

    0.2688

    Total Risk Alpha  

    0.0792

    Sortino Ratio  

    0.0

    Treynor Ratio  

    1.65

    Lyxor Tiedemann Fundamentals

        
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     Worse Than Average Compare Lyxor Tiedemann to competition

    Lyxor Tiedemann Fundamental Vs Peers

    FundamentalsLyxor TiedemannPeer Average
    Minimum Initial Investment10 K8.09 M

    Lyxor Tiedemann Opportunities

    Lyxor Tiedemann Return and Market Media

    The median price of Lyxor Tiedemann for the period between Thu, Jun 21, 2018 and Sat, Jul 21, 2018 is 105.69 with a coefficient of variation of 82.82. The daily time series for the period is distributed with a sample standard deviation of 55.27, arithmetic mean of 66.74, and mean deviation of 50.06. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - F00000QESG

    Lyxor Tiedemann Arbi Investor Sentiment
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    Additionally see Investing Opportunities. Please also try Chance of Distress module to get analysis of equity chance of financial distress in the next 2 years.
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