Westwood Strat (Ireland) Alpha and Beta Analysis Overview

F00000WJR7 -- Ireland Fund  

USD 1,110  1.54  0.14%

This module allows you to check different measures of market premium for Westwood Strat Glbl Convert F USD Acc H as well as systematic risk associated with investing in Westwood Strat over a specified time horizon. Additionally see Westwood Strat Backtesting, Portfolio Optimization, Westwood Strat Correlation, Westwood Strat Hype Analysis, Westwood Strat Volatility, Westwood Strat History and analyze Westwood Strat Performance.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Westwood Strat Market Premiums

α0.23β0.0066
30 days against DJI
Risk Adjusted Performance  

0.1756

Jensen Alpha  

0.2151

Total Risk Alpha  

0.0795

Sortino Ratio  

0.0

Treynor Ratio  

0.7936

Westwood Strat expected buy-and-hold returns

Westwood Strat Market Price Analysis

Westwood Strat Return and Market Media

The median price of Westwood Strat for the period between Sat, Jun 23, 2018 and Mon, Jul 23, 2018 is 1065.2199707 with a coefficient of variation of 55.59. The daily time series for the period is distributed with a sample standard deviation of 466.48, arithmetic mean of 839.19, and mean deviation of 381.45. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000WJR7

Westwood Strat Glbl Investor Sentiment
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