GAM Star (Ireland) Alpha and Beta Analysis Overview

F00000X00E -- Ireland Fund  

EUR 10.35  0.00  0.00%

This module allows you to check different measures of market premium for GAM Star Cat Bond A EUR Acc 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

α0.09β0.0134
30 days against DJI
Risk Adjusted Performance  

0.18

Jensen Alpha  

0.06

Total Risk Alpha  

0.0042

Sortino Ratio  

0.0

Treynor Ratio  

3.61

GAM Star Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare GAM Star to competition

GAM Star Fundamental Vs Peers

FundamentalsGAM StarPeer Average
Last Dividend Paid0.171.05
Cash Position Weight33.19 % 14.48 %
Bond Positions Weight64.03 % 14.72 %

GAM Star Opportunities

GAM Star Return and Market Media

The median price of GAM Star for the period between Sat, Sep 22, 2018 and Mon, Oct 22, 2018 is 10.39 with a coefficient of variation of 46.71. The daily time series for the period is distributed with a sample standard deviation of 4.05, arithmetic mean of 8.67, and mean deviation of 2.89. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000X00E

GAM Star Cat Investor Sentiment

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