Lord Abbett (Ireland) Alpha and Beta Analysis Overview

F00000VHMW -- Ireland Fund  

USD 10.36  0.08  0.77%

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.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Lord Abbett Market Premiums

α0.48β0.45
30 days against DJI
Risk Adjusted Performance  

0.15

Jensen Alpha  

0.06

Total Risk Alpha  

0.025159

Sortino Ratio  

0.0

Treynor Ratio  

1.66

Lord Abbett Fundamentals

    
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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 Tue, Sep 18, 2018 and Thu, Oct 18, 2018 is 10.62 with a coefficient of variation of 55.52. The daily time series for the period is distributed with a sample standard deviation of 4.57, arithmetic mean of 8.23, and mean deviation of 3.74. 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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