London Capital (Ireland) Alpha and Beta Analysis Overview

F00000TWNP -- Ireland Fund  

USD 109.44  0.07  0.06%

This module allows you to check different measures of market premium for London Capital Glbl Bal Fxd I as well as systematic risk associated with investing in London Capital over a specified time horizon. Additionally see Investing Opportunities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

London Capital Market Premiums

α0.11β0.06
30 days against DJI
Risk Adjusted Performance  

0.0027

Jensen Alpha  

0.00091939

Total Risk Alpha  

0.032507

Sortino Ratio  

0.0

Treynor Ratio  

0.5066

London Capital Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare London Capital to competition

London Capital Fundamental Vs Peers

FundamentalsLondon CapitalPeer Average
Cash Position Weight0.26 % 14.48 %
Equity Positions Weight1.76 % 40.68 %
Bond Positions Weight91.32 % 14.72 %

London Capital Opportunities

London Capital Return and Market Media

The median price of London Capital for the period between Fri, Aug 24, 2018 and Sun, Sep 23, 2018 is 109.17 with a coefficient of variation of 86.24. The daily time series for the period is distributed with a sample standard deviation of 55.49, arithmetic mean of 64.34, and mean deviation of 52.99. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000TWNP

London Capital Glbl Investor Sentiment

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