Legg Mason (Ireland) Alpha and Beta Analysis Overview

F00000WKPF -- Ireland Fund  

USD 136.25  4.06  2.89%

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.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Legg Mason Market Premiums

α1.81β0.33
30 days against DJI
Risk Adjusted Performance  

0.3809

Jensen Alpha  

1.2

Total Risk Alpha  

1.58

Sortino Ratio  

1.82

Treynor Ratio  

1.54

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 Fri, Sep 21, 2018 and Sun, Oct 21, 2018 is 134.47 with a coefficient of variation of 49.48. The daily time series for the period is distributed with a sample standard deviation of 54.58, arithmetic mean of 110.31, and mean deviation of 40.11. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000WKPF

Legg Mason CB Investor Sentiment

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