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
Run Premiums

Legg Mason Market Premiums

30 days against DJI
Risk Adjusted Performance  


Jensen Alpha  


Total Risk Alpha  


Treynor Ratio  


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 (%)  

Current Sentiment - F00000WKPF

Legg Mason CB Investor Sentiment
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