Lindsell Train (Ireland) Alpha and Beta Analysis Overview

F0GBR04FKP -- Ireland Fund  

JPY 506.10  5.27  1.05%

This module allows you to check different measures of market premium for Lindsell Train Japanese Eq A Yen as well as systematic risk associated with investing in Lindsell Train over a specified time horizon. Additionally see Lindsell Train Backtesting, Portfolio Optimization, Lindsell Train Correlation, Lindsell Train Hype Analysis, Lindsell Train Volatility, Lindsell Train History and analyze Lindsell Train Performance.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Lindsell Train Market Premiums

α0.07β0.26
30 days against DJI
Risk Adjusted Performance  

0.08

Jensen Alpha  

0.18

Total Risk Alpha  

0.42

Sortino Ratio  

0.0

Treynor Ratio  

5.18

Lindsell Train expected buy-and-hold returns

Lindsell Train Market Price Analysis

Lindsell Train Return and Market Media

The median price of Lindsell Train for the period between Fri, Jun 22, 2018 and Sun, Jul 22, 2018 is 0.0 with a coefficient of variation of 167.17. The daily time series for the period is distributed with a sample standard deviation of 230.4, arithmetic mean of 137.83, and mean deviation of 200.47. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F0GBR04FKP

Lindsell Train Japanese Investor Sentiment
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