Nomura Fds (Ireland) Alpha and Beta Analysis Overview

F00000W7WB -- Ireland Fund  

EUR 99.42  0.27  0.27%

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.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Nomura Fds Market Premiums

α0.00β0.00
30 days against DJI
Risk Adjusted Performance  

0.08

Jensen Alpha  

0.23

Total Risk Alpha  

0.22

Sortino Ratio  

0.0

Treynor Ratio  

2.86

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 Tue, Jul 17, 2018 and Thu, Aug 16, 2018 is 97.88 with a coefficient of variation of 104.47. The daily time series for the period is distributed with a sample standard deviation of 51.98, arithmetic mean of 49.76, and mean deviation of 49.76. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000W7WB

Nomura Fds Emerg Investor Sentiment
Macroaxis portfolio users are insensible in their opinion about investing in Nomura Fds Emerg Mrkt Lcl Ccy. What is your trading attitude regarding investing in Nomura Fds Emerg Mrkt Lcl Ccy? 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 Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.