NFB Global (Ireland) Alpha and Beta Analysis Overview

F00000QESH -- Ireland Fund  

USD 12.92  0.01  0.08%

This module allows you to check different measures of market premium for NFB Global Balanced Fd of Fds A USD Acc as well as systematic risk associated with investing in NFB Global over a specified time horizon. Additionally see Investing Opportunities.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

NFB Global Market Premiums

α0.28β0.04
30 days against DJI
Risk Adjusted Performance  

0.1012

Jensen Alpha  

0.0934

Total Risk Alpha  

0.009503

Sortino Ratio  

0.00177

Treynor Ratio  

1.7

NFB Global Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare NFB Global to competition

NFB Global Fundamental Vs Peers

FundamentalsNFB GlobalPeer Average
Net Asset17.5 M1.37 B
Minimum Initial Investment20 K8.09 M
Cash Position Weight25.63 % 14.48 %
Equity Positions Weight51.17 % 40.68 %
Bond Positions Weight20.08 % 14.72 %

NFB Global Opportunities

NFB Global Return and Market Media

The median price of NFB Global for the period between Thu, Jul 19, 2018 and Sat, Aug 18, 2018 is 12.73 with a coefficient of variation of 85.17. The daily time series for the period is distributed with a sample standard deviation of 6.44, arithmetic mean of 7.56, and mean deviation of 6.19. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000QESH

NFB Global Balanced Investor Sentiment
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