Harding Loevner (Ireland) Alpha and Beta Analysis Overview

F00000WZ4K -- Ireland Fund  

SGD 1.48  0.00  0.00%

This module allows you to check different measures of market premium for Harding Loevner Global Equity SGD M as well as systematic risk associated with investing in Harding Loevner over a specified time horizon. Additionally see Investing Opportunities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Harding Loevner Market Premiums

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

0.1092

Jensen Alpha  

0.6366

Total Risk Alpha  

0.0449

Sortino Ratio  

0.0

Treynor Ratio  

2.45

Harding Loevner Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Harding Loevner to competition

Harding Loevner Fundamental Vs Peers

FundamentalsHarding LoevnerPeer Average
Minimum Initial Investment50 M8.09 M
Cash Position Weight1.85 % 14.48 %
Equity Positions Weight97.31 % 40.68 %

Harding Loevner Opportunities

Harding Loevner Return and Market Media

The median price of Harding Loevner for the period between Mon, Aug 20, 2018 and Wed, Sep 19, 2018 is 1.324 with a coefficient of variation of 48.76. The daily time series for the period is distributed with a sample standard deviation of 0.55, arithmetic mean of 1.14, and mean deviation of 0.41. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000WZ4K

Harding Loevner Global Investor Sentiment

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