Nomura Fds (Ireland) Alpha and Beta Analysis Overview

F00000VHHB -- Ireland Fund  

EUR 102.85  2.58  2.45%

This module allows you to check different measures of market premium for Nomura Fds Asia High Dividend A EUR Acc as well as systematic risk associated with investing in Nomura Fds over a specified time horizon. Additionally see Investing Opportunities.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Nomura Fds Market Premiums

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

0.0758

Jensen Alpha  

0.2922

Total Risk Alpha  

0.0372

Sortino Ratio  

0.0

Treynor Ratio  

0.31

Nomura Fds Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Nomura Fds to competition

Nomura Fds Fundamental Vs Peers

FundamentalsNomura FdsPeer Average
Minimum Initial Investment5 K8.09 M
Cash Position Weight2.22 % 14.48 %
Equity Positions Weight96.12 % 40.68 %

Nomura Fds Opportunities

Nomura Fds Return and Market Media

The median price of Nomura Fds for the period between Wed, Jul 18, 2018 and Fri, Aug 17, 2018 is 105.9 with a coefficient of variation of 92.1. The daily time series for the period is distributed with a sample standard deviation of 55.52, arithmetic mean of 60.28, and mean deviation of 53.58. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000VHHB

Nomura Fds Asia Investor Sentiment
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