Mediolanum (Ireland) Alpha and Beta Analysis Overview

F00000QFBM -- Ireland Fund  

EUR 5.73  0.04  0.69%

This module allows you to check different measures of market premium for Mediolanum BB Infrastructure Oppo ColLHA as well as systematic risk associated with investing in Mediolanum over a specified time horizon. Additionally see Investing Opportunities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Mediolanum Market Premiums

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

0.1228

Jensen Alpha  

0.2255

Total Risk Alpha  

0.0378

Sortino Ratio  

0.0

Treynor Ratio  

0.88

Mediolanum Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Mediolanum to competition

Mediolanum Fundamental Vs Peers

FundamentalsMediolanumPeer Average
Net Asset511.49 M1.37 B
Minimum Initial Investment5008.09 M
Cash Position Weight7.74 % 14.48 %
Equity Positions Weight90.21 % 40.68 %
Bond Positions Weight1.98 % 14.72 %

Mediolanum Opportunities

Mediolanum Return and Market Media

The median price of Mediolanum for the period between Sun, Aug 19, 2018 and Tue, Sep 18, 2018 is 5.61 with a coefficient of variation of 84.54. The daily time series for the period is distributed with a sample standard deviation of 2.89, arithmetic mean of 3.42, and mean deviation of 2.73. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000QFBM

Mediolanum BB Infras Investor Sentiment

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