Davy Ethical (Ireland) Alpha and Beta Analysis Overview

    F00000W960 -- Ireland Fund  

    EUR 214.16  1.97  0.93%

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

    Davy Ethical Market Premiums

    α0.31β0.0309
    30 days against DJI
    Risk Adjusted Performance  

    0.0004222

    Jensen Alpha  

    0.0017

    Total Risk Alpha  

    0.11

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.1034

    Davy Ethical Fundamentals

        
     Better Than Average     
        
     Worse Than Average Compare Davy Ethical to competition

    Davy Ethical Fundamental Vs Peers

    FundamentalsDavy EthicalPeer Average
    Minimum Initial Investment5008.09 M

    Davy Ethical Opportunities

    Davy Ethical Return and Market Media

    The median price of Davy Ethical for the period between Wed, Jun 20, 2018 and Fri, Jul 20, 2018 is 210.49 with a coefficient of variation of 109.55. The daily time series for the period is distributed with a sample standard deviation of 115.6, arithmetic mean of 105.53, and mean deviation of 105.53. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - F00000W960

    Davy Ethical Equity Investor Sentiment
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