Comgest Growth (Ireland) Alpha and Beta Analysis Overview

F00000V5QO -- Ireland Fund  

JPY 1,408  30.00  2.09%

This module allows you to check different measures of market premium for Comgest Growth Japan I JPY Acc as well as systematic risk associated with investing in Comgest Growth over a specified time horizon. Additionally see Investing Opportunities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Comgest Growth Market Premiums

α0.00β0.00
30 days against DJI
Risk Adjusted Performance  

0.016995

Jensen Alpha  

0.047714

Total Risk Alpha  

0.1082

Sortino Ratio  

0.0

Treynor Ratio  

0.1251

Comgest Growth Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Comgest Growth to competition

Comgest Growth Fundamental Vs Peers

FundamentalsComgest GrowthPeer Average
Cash Position Weight4.85 % 14.48 %
Equity Positions Weight95.15 % 40.68 %

Comgest Growth Opportunities

Comgest Growth Return and Market Media

The median price of Comgest Growth for the period between Sat, Sep 22, 2018 and Mon, Oct 22, 2018 is 0.0 with a coefficient of variation of 149.84. The daily time series for the period is distributed with a sample standard deviation of 653.24, arithmetic mean of 435.95, and mean deviation of 594.48. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000V5QO

Comgest Growth Japan Investor Sentiment

Macroaxis portfolio users are insensible in their opinion about investing in Comgest Growth Japan I JPY Acc. What is your opinion about investing in Comgest Growth Japan I JPY Acc? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish
Skip

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 Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
Search macroaxis.com