Russell US (Ireland) Alpha and Beta Analysis Overview

IE0008260022 -- Ireland Fund  

GBP 25.83  0.00  0.00%

This module allows you to check different measures of market premium for Russell US Equity I Acc as well as systematic risk associated with investing in Russell US over a specified time horizon. Please also check Risk vs Return Analysis.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Russell US Market Premiums

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

0.021545

Jensen Alpha  

0.11

Total Risk Alpha  

0.32

Sortino Ratio  

0.0

Treynor Ratio  

0.29

Russell US Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Russell US to competition

Russell US Fundamental Vs Peers

FundamentalsRussell USPeer Average
Price to Earning16.31 times7.60 times
Price to Book1.98 times1.04 times
Price to Sales1.54 times1.03 times
Year to Date Return1.13 % 1.50 %
One Year Return26.15 % 2.30 %
Three Year Return16.13 % 3.97 %
Five Year Return10.48 % 1.27 %

Russell US Opportunities

Russell US Return and Market Media

The median price of Russell US for the period between Sun, Aug 19, 2018 and Tue, Sep 18, 2018 is 26.14 with a coefficient of variation of 1.37. The daily time series for the period is distributed with a sample standard deviation of 0.36, arithmetic mean of 26.17, and mean deviation of 0.29. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE0008260022

Russell US Equity Investor Sentiment

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