GAM Star (Ireland) Alpha and Beta Analysis Overview

F00000WSRS -- Ireland Fund  

EUR 12.54  0.02  0.16%

This module allows you to check different measures of market premium for GAM Star Credit Opp EUR Dist SO as well as systematic risk associated with investing in GAM Star over a specified time horizon. Additionally see Investing Opportunities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

GAM Star Market Premiums

α0.12β0.04
30 days against DJI
Risk Adjusted Performance  

0.16

Jensen Alpha  

0.26

Total Risk Alpha  

0.0192

Sortino Ratio  

0.0

Treynor Ratio  

0.8669

GAM Star Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare GAM Star to competition

GAM Star Fundamental Vs Peers

FundamentalsGAM StarPeer Average
Last Dividend Paid0.191.05
Cash Position Weight37.62 % 14.48 %
Equity Positions Weight0.41 % 40.68 %
Bond Positions Weight35.41 % 14.72 %

GAM Star Opportunities

GAM Star Return and Market Media

The median price of GAM Star for the period between Wed, Sep 19, 2018 and Fri, Oct 19, 2018 is 13.14630032 with a coefficient of variation of 2.44. The daily time series for the period is distributed with a sample standard deviation of 0.32, arithmetic mean of 12.97, and mean deviation of 0.29. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000WSRS

GAM Star Credit Investor Sentiment

Macroaxis portfolio users are insensible in their opinion about investing in GAM Star Credit Opp EUR Dist SO. What is your judgment towards investing in GAM Star Credit Opp EUR Dist SO? 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 Crypto Portfolio Optimizer module to optimize portfolio of digital coins and token across multiple currency and exchanges.
Search macroaxis.com