GAM Star (Ireland) Alpha and Beta Analysis Overview

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.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

GAM Star Market Premiums

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

0.0993

Jensen Alpha  

0.1603

Total Risk Alpha  

0.1626

Sortino Ratio  

0.0

Treynor Ratio  

2.15

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 Paid3.251.05
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 Tue, Jul 17, 2018 and Thu, Aug 16, 2018 is 327.72 with a coefficient of variation of 88.28. The daily time series for the period is distributed with a sample standard deviation of 169.93, arithmetic mean of 192.48, and mean deviation of 160.4. 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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Additionally see Investing Opportunities. Please also try Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.