Man GLG (Ireland) Alpha and Beta Analysis Overview

IE00B01D9G61 -- Ireland Fund  

EUR 202.10  2.41  1.21%

This module allows you to check different measures of market premium for Man GLG European Equity D EUR Acc as well as systematic risk associated with investing in Man GLG over a specified time horizon. Please also check Man GLG Backtesting, Portfolio Optimization, Man GLG Correlation, Man GLG Hype Analysis, Man GLG Volatility, Man GLG History and analyze Man GLG Performance.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Man GLG Market Premiums

α0.16β0.74
30 days against DJI
Risk Adjusted Performance  

0.10

Jensen Alpha  

0.35

Total Risk Alpha  

0.41

Sortino Ratio  

0.0

Treynor Ratio  

0.18

Man GLG expected buy-and-hold returns

Man GLG Market Price Analysis

Man GLG Return and Market Media

The median price of Man GLG for the period between Fri, Jun 15, 2018 and Sun, Jul 15, 2018 is 200.7 with a coefficient of variation of 77.4. The daily time series for the period is distributed with a sample standard deviation of 99.49, arithmetic mean of 128.55, and mean deviation of 93.49. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00B01D9G61

Man GLG European Investor Sentiment
Macroaxis portfolio users are indifferent in their judgment towards investing in Man GLG European Equity D EUR Acc. What is your trading attitude regarding investing in Man GLG European Equity D EUR Acc? Are you bullish or bearish?
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Please also check Man GLG Backtesting, Portfolio Optimization, Man GLG Correlation, Man GLG Hype Analysis, Man GLG Volatility, Man GLG History and analyze Man GLG Performance. Please also try Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.