Stewart Investors (Ireland) Alpha and Beta Analysis Overview

FOGBR05M1Y -- Ireland Fund  

USD 24.43  0.21  0.85%

This module allows you to check different measures of market premium for Stewart Investors Glb EM Ldrs I Acc USD as well as systematic risk associated with investing in Stewart Investors over a specified time horizon. Additionally see Investing Opportunities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Stewart Investors Market Premiums

α1.12β0.06
30 days against DJI
Risk Adjusted Performance  

0.18

Jensen Alpha  

0.30

Total Risk Alpha  

0.026386

Sortino Ratio  

0.0

Treynor Ratio  

0.8383

Stewart Investors Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Stewart Investors to competition

Stewart Investors Fundamental Vs Peers

FundamentalsStewart InvestorsPeer Average
Net Asset1.08 B1.37 B
Minimum Initial Investment1.5 K8.09 M
Cash Position Weight8.82 % 14.48 %
Equity Positions Weight91.13 % 40.68 %

Stewart Investors Opportunities

Stewart Investors Return and Market Media

The median price of Stewart Investors for the period between Sun, Sep 23, 2018 and Tue, Oct 23, 2018 is 26.52000046 with a coefficient of variation of 32.46. The daily time series for the period is distributed with a sample standard deviation of 7.87, arithmetic mean of 24.25, and mean deviation of 4.41. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - FOGBR05M1Y

Stewart Investors Glb Investor Sentiment

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