Nomura Fds (Ireland) Alpha and Beta Analysis Overview

F00000W7WB -- Ireland Fund  

EUR 97.78  0.45  0.46%

This module allows you to check different measures of market premium for Nomura Fds Emerg Mrkt Lcl Ccy as well as systematic risk associated with investing in Nomura Fds over a specified time horizon. Additionally see Investing Opportunities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Nomura Fds Market Premiums

α0.86β0.21
30 days against DJI
Risk Adjusted Performance  

0.10

Jensen Alpha  

0.14

Total Risk Alpha  

0.0808

Sortino Ratio  

0.0

Treynor Ratio  

2.42

Nomura Fds Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Nomura Fds to competition

Nomura Fds Fundamental Vs Peers

FundamentalsNomura FdsPeer Average
Minimum Initial Investment1000 K8.09 M
Cash Position Weight46.18 % 14.48 %
Bond Positions Weight30.05 % 14.72 %

Nomura Fds Opportunities

Nomura Fds Return and Market Media

The median price of Nomura Fds for the period between Wed, Sep 19, 2018 and Fri, Oct 19, 2018 is 98.63 with a coefficient of variation of 76.15. The daily time series for the period is distributed with a sample standard deviation of 49.26, arithmetic mean of 64.69, and mean deviation of 45.67. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000W7WB

Nomura Fds Emerg Investor Sentiment

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