BNY Mellon (Ireland) Alpha and Beta Analysis Overview

F00000S937 -- Ireland Fund  

EUR 2.01  0.09  4.29%

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.
Horizon     30 Days    Login   to change
Run Premiums

BNY Mellon Market Premiums

30 days against DJI
Risk Adjusted Performance  


Jensen Alpha  


Total Risk Alpha  


Sortino Ratio  


Treynor Ratio  


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 Thu, Aug 23, 2018 and Sat, Sep 22, 2018 is 2.04 with a coefficient of variation of 77.37. The daily time series for the period is distributed with a sample standard deviation of 1.02, arithmetic mean of 1.32, and mean deviation of 0.94. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  

Current Sentiment - F00000S937

BNY Mellon Japan Investor Sentiment

Macroaxis portfolio users are insensible in their opinion about investing in BNY Mellon Japan Sm Cap Focus I EUR Hdg. What is your opinion about investing in BNY Mellon Japan Sm Cap Focus I EUR Hdg? Are you bullish or bearish?
50% Bullish
50% Bearish

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Additionally see Investing Opportunities. Please also try Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.