Lord Abbett (Ireland) Alpha and Beta Analysis Overview

F00000VHMV -- Ireland Fund  

USD 12.20  0.04  0.33%

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.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Lord Abbett Market Premiums

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

0.1826

Jensen Alpha  

0.0629

Total Risk Alpha  

0.0023

Sortino Ratio  

0.0

Treynor Ratio  

9.52

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 Wed, Aug 22, 2018 and Fri, Sep 21, 2018 is 12.0 with a coefficient of variation of 62.68. The daily time series for the period is distributed with a sample standard deviation of 5.5, arithmetic mean of 8.77, and mean deviation of 4.78. 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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