EQMC Europe (Ireland) Alpha and Beta Analysis Overview

F00000WKK1 -- Ireland Fund  

EUR 1.90  0.02  1.06%

This module allows you to check different measures of market premium for EQMC Europe Development Capital F as well as systematic risk associated with investing in EQMC Europe over a specified time horizon. Additionally see Investing Opportunities.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

EQMC Europe Market Premiums

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

0.0785

Jensen Alpha  

0.0083

Total Risk Alpha  

0.006387

Sortino Ratio  

0.0

Treynor Ratio  

0.2491

EQMC Europe Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare EQMC Europe to competition

EQMC Europe Fundamental Vs Peers

FundamentalsEQMC EuropePeer Average
Cash Position Weight2.94 % 14.48 %
Equity Positions Weight97.06 % 40.68 %

EQMC Europe Opportunities

EQMC Europe Return and Market Media

The median price of EQMC Europe for the period between Fri, Jul 20, 2018 and Sun, Aug 19, 2018 is 0.0 with a coefficient of variation of 217.12. The daily time series for the period is distributed with a sample standard deviation of 0.75, arithmetic mean of 0.35, and mean deviation of 0.57. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000WKK1

EQMC Europe Development Investor Sentiment
Macroaxis portfolio users are insensible in their opinion about investing in EQMC Europe Development Capital F. What is your opinion about investing in EQMC Europe Development Capital F? Are you bullish or bearish?
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Additionally see Investing Opportunities. Please also try Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.