Nedgroup Inv (Ireland) Alpha and Beta Analysis Overview

F00000VU7S -- Ireland Fund  

GBp 104.00  1.00  0.95%

This module allows you to check different measures of market premium for Nedgroup Inv Funds Global Cautious C H as well as systematic risk associated with investing in Nedgroup Inv over a specified time horizon. Additionally see Investing Opportunities.
Horizon     30 Days    Login   to change
Run Premiums

Nedgroup Inv Market Premiums

30 days against DJI
Risk Adjusted Performance  


Jensen Alpha  


Total Risk Alpha  


Sortino Ratio  


Treynor Ratio  


Nedgroup Inv Fundamentals

 Better Than Average     
 Worse Than Average Compare Nedgroup Inv to competition

Nedgroup Inv Fundamental Vs Peers

FundamentalsNedgroup InvPeer Average
Minimum Initial Investment300 K8.09 M
Cash Position Weight44.10 % 14.48 %
Equity Positions Weight20.32 % 40.68 %
Bond Positions Weight23.34 % 14.72 %

Nedgroup Inv Opportunities

Nedgroup Inv Return and Market Media

The median price of Nedgroup Inv for the period between Sun, Sep 16, 2018 and Tue, Oct 16, 2018 is 105.0 with a coefficient of variation of 92.81. The daily time series for the period is distributed with a sample standard deviation of 54.06, arithmetic mean of 58.25, and mean deviation of 52.43. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  

Current Sentiment - F00000VU7S

Nedgroup Inv Funds Investor Sentiment

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Additionally see Investing Opportunities. Please also try Chance of Distress module to get analysis of equity chance of financial distress in the next 2 years.