BNY Mellon (Ireland) Alpha and Beta Analysis Overview

This module allows you to check different measures of market premium for BNY Mellon Japan Sm Cap Focus I EUR Hdg as well as systematic risk associated with investing in BNY Mellon over a specified time horizon. Additionally see Investing Opportunities.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

BNY Mellon Market Premiums

α0.36β0.07
30 days against DJI
Risk Adjusted Performance  

0.097

Jensen Alpha  

0.1003

Total Risk Alpha  

0.011785

Sortino Ratio  

0.0

Treynor Ratio  

0.7539

BNY Mellon Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare BNY Mellon to competition

BNY Mellon Fundamental Vs Peers

FundamentalsBNY MellonPeer Average
Minimum Initial Investment5 M8.09 M
Cash Position Weight2.64 % 14.48 %
Equity Positions Weight96.96 % 40.68 %

BNY Mellon Opportunities

BNY Mellon Return and Market Media

The median price of BNY Mellon for the period between Fri, Jun 22, 2018 and Sun, Jul 22, 2018 is 2.02 with a coefficient of variation of 106.91. The daily time series for the period is distributed with a sample standard deviation of 1.09, arithmetic mean of 1.02, and mean deviation of 1.02. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000S937

BNY Mellon Japan Investor Sentiment
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