Kames Abs (Ireland) Alpha and Beta Analysis Overview

F00000VRZE -- Ireland Fund  

GBp 1,029  0.00  0.00%

This module allows you to check different measures of market premium for Kames Abs Ret Bd Glbl B GBP Acc as well as systematic risk associated with investing in Kames Abs over a specified time horizon. Additionally see Investing Opportunities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Kames Abs Market Premiums

α0.030021β0.03
30 days against DJI
Risk Adjusted Performance  

0.0

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Sortino Ratio  

0.0

Treynor Ratio  

0.0

Kames Abs Fundamentals

    
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Kames Abs Fundamental Vs Peers

FundamentalsKames AbsPeer Average
Minimum Initial Investment5008.09 M
Cash Position Weight61.24 % 14.48 %
Equity Positions Weight0.90 % 40.68 %
Bond Positions Weight24.77 % 14.72 %

Kames Abs Opportunities

Kames Abs Return and Market Media

The median price of Kames Abs for the period between Fri, Aug 24, 2018 and Sun, Sep 23, 2018 is 1028.0 with a coefficient of variation of 73.85. The daily time series for the period is distributed with a sample standard deviation of 506.15, arithmetic mean of 685.33, and mean deviation of 456.89. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000VRZE

Kames Abs Ret Investor Sentiment

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