Tokio Marine (Ireland) Alpha and Beta Analysis Overview

F00000W8XM -- Ireland Fund  

USD 105.28  1.80  1.68%

This module allows you to check different measures of market premium for Tokio Marine Japanese Equity Focus M Hdg as well as systematic risk associated with investing in Tokio Marine over a specified time horizon. Additionally see Investing Opportunities.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Tokio Marine Market Premiums

α1.25β1.66
30 days against DJI
Risk Adjusted Performance  

0.0293

Jensen Alpha  

0.11

Total Risk Alpha  

0.07

Sortino Ratio  

0.0

Treynor Ratio  

0.21

Tokio Marine Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Tokio Marine to competition

Tokio Marine Fundamental Vs Peers

FundamentalsTokio MarinePeer Average
Minimum Initial Investment1000 K8.09 M
Cash Position Weight10.97 % 14.48 %
Equity Positions Weight89.03 % 40.68 %

Tokio Marine Opportunities

Tokio Marine Return and Market Media

The median price of Tokio Marine for the period between Sat, Jul 21, 2018 and Mon, Aug 20, 2018 is 109.76 with a coefficient of variation of 93.48. The daily time series for the period is distributed with a sample standard deviation of 56.69, arithmetic mean of 60.65, and mean deviation of 55.13. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000W8XM

Tokio Marine Japanese Investor Sentiment
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