Iridian U (Ireland) Alpha and Beta Analysis Overview

F00000VIPX -- Ireland Fund  

GBp 14,221  188.00  1.34%

This module allows you to check different measures of market premium for Iridian U S Equity I GBP as well as systematic risk associated with investing in Iridian U over a specified time horizon. Additionally see Investing Opportunities.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Iridian U Market Premiums

α0.009111β0.05
30 days against DJI
Risk Adjusted Performance  

0.0329

Jensen Alpha  

0.030235

Total Risk Alpha  

0.17

Sortino Ratio  

0.0

Treynor Ratio  

0.0657

Iridian U Fundamentals

    
 Better Than Average     
    
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Iridian U Fundamental Vs Peers

FundamentalsIridian UPeer Average
Minimum Initial Investment10 M8.09 M
Cash Position Weight2.88 % 14.48 %
Equity Positions Weight97.12 % 40.68 %

Iridian U Opportunities

Iridian U Return and Market Media

The median price of Iridian U for the period between Fri, Jun 15, 2018 and Sun, Jul 15, 2018 is 14173.0 with a coefficient of variation of 93.45. The daily time series for the period is distributed with a sample standard deviation of 7281.6, arithmetic mean of 7792.27, and mean deviation of 7083.88. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000VIPX

Iridian U S Investor Sentiment
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Additionally see Investing Opportunities. Please also try Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.