Orchard S (Ireland) Alpha and Beta Analysis Overview

F00000W0YQ -- Ireland Fund  

GBp 1,034  12.00  1.15%

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

Orchard S Market Premiums

α0.27β0.11
30 days against DJI
Risk Adjusted Performance  

0.3273

Jensen Alpha  

0.0425

Total Risk Alpha  

0.067

Sortino Ratio  

0.0

Treynor Ratio  

60.58

Orchard S Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Orchard S to competition

Orchard S Fundamental Vs Peers

FundamentalsOrchard SPeer Average
Minimum Initial Investment10 K8.09 M
Cash Position Weight78.77 % 14.48 %
Equity Positions Weight21.15 % 40.68 %

Orchard S Opportunities

Orchard S Return and Market Media

The median price of Orchard S for the period between Wed, Sep 19, 2018 and Fri, Oct 19, 2018 is 0.0 with a coefficient of variation of 114.89. The daily time series for the period is distributed with a sample standard deviation of 545.53, arithmetic mean of 474.82, and mean deviation of 517.98. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000W0YQ

Orchard S GBP Investor Sentiment

Macroaxis portfolio users are insensible in their opinion about investing in Orchard S GBP Acc. What is your perspective on investing in Orchard S GBP Acc? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish
Skip

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Additionally see Investing Opportunities. Please also try Idea Breakdown module to analyze constituents of all macroaxis ideas. macroaxis investment ideas are predefined, sector-focused investing themes.
Search macroaxis.com