Lord Abbett (Ireland) Alpha and Beta Analysis Overview

F00000VHMV -- Ireland Fund  

USD 12.12  0.03  0.25%

This module allows you to check different measures of market premium for Lord Abbett Multi Sector Inc Z USD Acc as well as systematic risk associated with investing in Lord Abbett over a specified time horizon. Additionally see Investing Opportunities.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Lord Abbett Market Premiums

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

0.298

Jensen Alpha  

0.0743

Total Risk Alpha  

0.044

Sortino Ratio  

0.0

Treynor Ratio  

1.57

Lord Abbett Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Lord Abbett to competition

Lord Abbett Fundamental Vs Peers

FundamentalsLord AbbettPeer Average
Cash Position Weight1.36 % 14.48 %
Equity Positions Weight13.06 % 40.68 %
Bond Positions Weight83.49 % 14.72 %

Lord Abbett Opportunities

Lord Abbett Return and Market Media

The median price of Lord Abbett for the period between Tue, Jun 19, 2018 and Thu, Jul 19, 2018 is 11.94999981 with a coefficient of variation of 32.37. The daily time series for the period is distributed with a sample standard deviation of 3.53, arithmetic mean of 10.89, and mean deviation of 1.98. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000VHMV

Lord Abbett Multi Investor Sentiment
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Additionally see Investing Opportunities. Please also try Chance of Distress module to get analysis of equity chance of financial distress in the next 2 years.