GAM Star (Ireland) Alpha and Beta Analysis Overview

F0GBR04SL2 -- Ireland Fund  

EUR 324.70  1.79  0.55%

This module allows you to check different measures of market premium for GAM Star European Equity EUR 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

α0.28β0.0167
30 days against DJI
Risk Adjusted Performance  

0.2686

Jensen Alpha  

0.2522

Total Risk Alpha  

0.4889

Sortino Ratio  

0.0

Treynor Ratio  

1.58

GAM Star Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare GAM Star to competition

GAM Star Fundamental Vs Peers

FundamentalsGAM StarPeer Average
Minimum Initial Investment10 K8.09 M
Last Dividend Paid3.01.05
Cash Position Weight1.22 % 14.48 %
Equity Positions Weight98.78 % 40.68 %

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 328.48 with a coefficient of variation of 78.53. The daily time series for the period is distributed with a sample standard deviation of 166.44, arithmetic mean of 211.95, and mean deviation of 156.17. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F0GBR04SL2

GAM Star European Investor Sentiment

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