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
Symbol
Run Premiums

BNY Mellon Market Premiums

α0.06β0.53
30 days against DJI
Risk Adjusted Performance  

0.1893

Jensen Alpha  

0.3394

Total Risk Alpha  

0.0199

Sortino Ratio  

0.0

Treynor Ratio  

0.65

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 (%)  
      Timeline 

Current Sentiment - F00000S937

BNY Mellon Japan Investor Sentiment

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