Lord Abbett (Ireland) Alpha and Beta Analysis Overview

F00000VHMW -- Ireland Fund  

USD 10.60  0.02  0.19%

This module allows you to check different measures of market premium for Lord Abbett Multi Sector N USD 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

α0.1β0.0077
30 days against DJI
Risk Adjusted Performance  

0.042682

Jensen Alpha  

0.06

Total Risk Alpha  

0.1

Sortino Ratio  

0.0

Treynor Ratio  

0.28

Lord Abbett Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Lord Abbett to competition

Lord Abbett Fundamental Vs Peers

FundamentalsLord AbbettPeer Average
Last Dividend Paid0.021.05
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 Sun, Jul 22, 2018 and Tue, Aug 21, 2018 is 10.73090935 with a coefficient of variation of 48.26. The daily time series for the period is distributed with a sample standard deviation of 4.23, arithmetic mean of 8.76, and mean deviation of 3.19. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000VHMW

Lord Abbett Multi Investor Sentiment
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Additionally see Investing Opportunities. Please also try Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.