GAM Star (Ireland) Alpha and Beta Analysis Overview

    F00000VD3Z -- Ireland Fund  

     1,858  29.00  1.59%

    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.
     Time Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    GAM Star Market Premiums

    α0.16β0.14
    30 days against DJI
    Risk Adjusted Performance  

    0.014478

    Jensen Alpha  

    0.023333

    Total Risk Alpha  

    0.21

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.2076

    GAM Star Fundamentals

    GAM Star Opportunities

    GAM Star Return and Market Media

    The median price of GAM Star for the period between Fri, Jun 22, 2018 and Sun, Jul 22, 2018 is 1833.0 with a coefficient of variation of 77.46. The daily time series for the period is distributed with a sample standard deviation of 951.13, arithmetic mean of 1227.83, and mean deviation of 818.56. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - F00000VD3Z

    GAM Star North Investor Sentiment
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