Glanbia plc (Ireland) Alpha and Beta Analysis Overview

GL9 -- Ireland Stock  

EUR 14.67  0.47  3.31%

This module allows you to check different measures of market premium for Glanbia plc as well as systematic risk associated with investing in Glanbia plc over a specified time horizon. Please also check Glanbia plc Backtesting, Glanbia plc Valuation, Glanbia plc Correlation, Glanbia plc Hype Analysis, Glanbia plc Volatility, Glanbia plc History and analyze Glanbia plc Performance.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Glanbia plc Market Premiums

α0.035335β0.04
30 days against DJI
Risk Adjusted Performance  

0.0466

Jensen Alpha  

0.1941

Total Risk Alpha  

0.3219

Sortino Ratio  

0.1496

Treynor Ratio  

0.0706

Glanbia plc expected buy-and-hold returns

Glanbia plc Market Price Analysis

Glanbia plc Return and Market Media

The median price of Glanbia plc for the period between Fri, Sep 21, 2018 and Sun, Oct 21, 2018 is 14.51 with a coefficient of variation of 2.25. The daily time series for the period is distributed with a sample standard deviation of 0.33, arithmetic mean of 14.52, and mean deviation of 0.25. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Glanbia Downgraded by Zacks Investment Research10/11/2018
2
Zacks Investment Research Reduced Glanbia to Hold10/15/2018
3
Glanbia Rating Lowered to Hold at Zacks Investment Research10/18/2018

Current Sentiment - GL9

Glanbia plc Investor Sentiment

Most of Macroaxis users are currently bullish on Glanbia plc. What is your judgment towards investing in Glanbia plc? Are you bullish or bearish?
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98% Bullish
2% Bearish
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Please also check Glanbia plc Backtesting, Glanbia plc Valuation, Glanbia plc Correlation, Glanbia plc Hype Analysis, Glanbia plc Volatility, Glanbia plc History and analyze Glanbia plc Performance. Please also try Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
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