Tokio Marine (Ireland) Alpha and Beta Analysis Overview

F00000W8XM -- Ireland Fund  

USD 114.62  1.46  1.26%

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.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Tokio Marine Market Premiums

α1.50β0.49
30 days against DJI
Risk Adjusted Performance  

0.008139

Jensen Alpha  

0.044833

Total Risk Alpha  

0.2074

Sortino Ratio  

0.0

Treynor Ratio  

0.205

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 Fri, Sep 21, 2018 and Sun, Oct 21, 2018 is 0.0 with a coefficient of variation of 123.08. The daily time series for the period is distributed with a sample standard deviation of 54.67, arithmetic mean of 44.42, and mean deviation of 52.5. 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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