Kames Global (Ireland) Alpha and Beta Analysis Overview

F00000QJYN -- Ireland Fund  

EUR 15.67  0.22  1.38%

This module allows you to check different measures of market premium for Kames Global Equity Income EUR B Acc H as well as systematic risk associated with investing in Kames Global over a specified time horizon. Additionally see Investing Opportunities.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Kames Global Market Premiums

α0.46β0.06
30 days against DJI
Risk Adjusted Performance  

0.2857

Jensen Alpha  

0.1128

Total Risk Alpha  

0.0613

Sortino Ratio  

0.0

Treynor Ratio  

4.1

Kames Global Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Kames Global to competition

Kames Global Fundamental Vs Peers

FundamentalsKames GlobalPeer Average
Minimum Initial Investment1 K8.09 M
Cash Position Weight9.90 % 14.48 %
Equity Positions Weight90.10 % 40.68 %

Kames Global Opportunities

Kames Global Return and Market Media

The median price of Kames Global for the period between Tue, Jun 19, 2018 and Thu, Jul 19, 2018 is 15.89 with a coefficient of variation of 0.25. The daily time series for the period is distributed with a sample standard deviation of 0.04, arithmetic mean of 15.87, and mean deviation of 0.03. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000QJYN

Kames Global Equity Investor Sentiment
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Additionally see Investing Opportunities. Please also try Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.