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.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Nomura Fds Market Premiums

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

0.0123

Jensen Alpha  

0.011905

Total Risk Alpha  

0.4028

Sortino Ratio  

0.0

Treynor Ratio  

0.05

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 Sun, Sep 16, 2018 and Tue, Oct 16, 2018 is 103.39 with a coefficient of variation of 85.3. The daily time series for the period is distributed with a sample standard deviation of 53.94, arithmetic mean of 63.24, and mean deviation of 51.74. 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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