GAM Star (Ireland) Alpha and Beta Analysis Overview

    F00000VD3Z -- Ireland Fund  

     1,841  4.00  0.22%

    This module allows you to check different measures of market premium for GAM Star North of South EM Eq Inst Acc as well as systematic risk associated with investing in GAM Star over a specified time horizon. Additionally see Investing Opportunities.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    GAM Star Market Premiums

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

    0.0614

    Jensen Alpha  

    0.183

    Total Risk Alpha  

    0.11

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.36

    GAM Star Fundamentals

    GAM Star Opportunities

    GAM Star Return and Market Media

    The median price of GAM Star for the period between Sun, Aug 19, 2018 and Tue, Sep 18, 2018 is 1833.0 with a coefficient of variation of 75.01. The daily time series for the period is distributed with a sample standard deviation of 924.84, arithmetic mean of 1233.0, and mean deviation of 822.0. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - F00000VD3Z

    GAM Star North Investor Sentiment

    Macroaxis portfolio users are insensible in their opinion about investing in GAM Star North of South EM Eq Inst Acc. What is your judgment towards investing in GAM Star North of South EM Eq Inst 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 Idea Breakdown module to analyze constituents of all macroaxis ideas. macroaxis investment ideas are predefined, sector-focused investing themes.
    Search macroaxis.com