Kames Global (Ireland) Alpha and Beta Analysis Overview

F00000QJYO -- Ireland Fund  

GBp 1,726  5.00  0.29%

This module allows you to check different measures of market premium for Kames Global Equity Income B GBP 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

α0.1β0.0079
30 days against DJI
Risk Adjusted Performance  

0.001089

Jensen Alpha  

0.13

Total Risk Alpha  

0.27

Sortino Ratio  

0.0

Treynor Ratio  

0.028234

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 Sun, Jul 22, 2018 and Tue, Aug 21, 2018 is 1546.0 with a coefficient of variation of 102.43. The daily time series for the period is distributed with a sample standard deviation of 826.07, arithmetic mean of 806.5, and mean deviation of 806.5. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000QJYO

Kames Global Equity Investor Sentiment
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Additionally see Investing Opportunities. Please also try Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.