First State (Ireland) Alpha and Beta Analysis Overview

F0GBR060S8 -- Ireland Fund  

USD 64.73  0.82  1.25%

This module allows you to check different measures of market premium for First State Indian Subcontinent II as well as systematic risk associated with investing in First State over a specified time horizon. Additionally see Investing Opportunities.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

First State Market Premiums

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

0.0859

Jensen Alpha  

0.0353

Total Risk Alpha  

0.036

Sortino Ratio  

0.0

Treynor Ratio  

0.29

First State Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare First State to competition

First State Fundamental Vs Peers

FundamentalsFirst StatePeer Average
Minimum Initial Investment1.5 K8.09 M
Cash Position Weight8.41 % 14.48 %
Equity Positions Weight91.59 % 40.68 %

First State Opportunities

First State Return and Market Media

The median price of First State for the period between Tue, Jul 17, 2018 and Thu, Aug 16, 2018 is 0.0 with a coefficient of variation of 217.13. The daily time series for the period is distributed with a sample standard deviation of 25.8, arithmetic mean of 11.88, and mean deviation of 19.45. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F0GBR060S8

First State Indian Investor Sentiment
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Additionally see Investing Opportunities. Please also try Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.