Legg Mason (Ireland) Alpha and Beta Analysis Overview

F00000WKPF -- Ireland Fund  

USD 147.52  0.88  0.60%

This module allows you to check different measures of market premium for Legg Mason CB US Lg Cp Gr F USD as well as systematic risk associated with investing in Legg Mason over a specified time horizon. Additionally see Investing Opportunities.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Legg Mason Market Premiums

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

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Treynor Ratio  

0.0

Legg Mason Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Legg Mason to competition

Legg Mason Fundamental Vs Peers

FundamentalsLegg MasonPeer Average
Minimum Initial Investment5 M8.09 M
Cash Position Weight5.51 % 14.48 %
Equity Positions Weight94.49 % 40.68 %

Legg Mason Opportunities

Legg Mason Return and Market Media

The median price of Legg Mason for the period between Sat, Jul 21, 2018 and Mon, Aug 20, 2018 is 117.58999634 with a coefficient of variation of 41.66. The daily time series for the period is distributed with a sample standard deviation of 44.35, arithmetic mean of 106.46, and mean deviation of 29.04. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000WKPF

Legg Mason CB Investor Sentiment
Macroaxis portfolio users are insensible in their opinion about investing in Legg Mason CB US Lg Cp Gr F USD. What is your trading attitude regarding investing in Legg Mason CB US Lg Cp Gr F USD? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish
Skip

Build Diversified Portfolios

Align your risk with return expectations
Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Additionally see Investing Opportunities. Please also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.