Lord Abbett (Ireland) Alpha and Beta Analysis Overview

F00000UPJ9 -- Ireland Fund  

USD 9.64  0.02  0.21%

This module allows you to check different measures of market premium for Lord Abbett Total Return A USD as well as systematic risk associated with investing in Lord Abbett over a specified time horizon. Additionally see Investing Opportunities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Lord Abbett Market Premiums

α0.08β0.0098
30 days against DJI
Risk Adjusted Performance  

0.31

Jensen Alpha  

0.24

Total Risk Alpha  

0.08

Sortino Ratio  

0.0

Treynor Ratio  

0.8667

Lord Abbett Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Lord Abbett to competition

Lord Abbett Fundamental Vs Peers

FundamentalsLord AbbettPeer Average
Net Asset20.09 M1.37 B
Last Dividend Paid0.021.05
Cash Position Weight3.63 % 14.48 %
Bond Positions Weight96.03 % 14.72 %

Lord Abbett Opportunities

Lord Abbett Return and Market Media

The median price of Lord Abbett for the period between Wed, Sep 19, 2018 and Fri, Oct 19, 2018 is 10.0276 with a coefficient of variation of 1.58. The daily time series for the period is distributed with a sample standard deviation of 0.16, arithmetic mean of 9.95, and mean deviation of 0.13. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000UPJ9

Lord Abbett Total Investor Sentiment

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