NT North (Ireland) Alpha and Beta Analysis Overview

    IE00B02L3N44 -- Ireland Fund  

    EUR 328.34  5.09  1.57%

    This module allows you to check different measures of market premium for NT North America Equity Index B Euro as well as systematic risk associated with investing in NT North over a specified time horizon. Please also check Risk vs Return Analysis.
     Time Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    NT North Market Premiums

    α0.28β0.10
    30 days against DJI
    Risk Adjusted Performance  

    0.07

    Jensen Alpha  

    0.07

    Total Risk Alpha  

    0.17

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.7229

    NT North Fundamentals

        
     Better Than Average     
        
     Worse Than Average Compare NT North to competition

    NT North Fundamental Vs Peers

    FundamentalsNT NorthPeer Average
    Minimum Initial Investment500 K8.09 M

    NT North Opportunities

    NT North Return and Market Media

    The median price of NT North for the period between Fri, Jun 22, 2018 and Sun, Jul 22, 2018 is 324.66 with a coefficient of variation of 77.46. The daily time series for the period is distributed with a sample standard deviation of 167.68, arithmetic mean of 216.47, and mean deviation of 144.32. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - IE00B02L3N44

    NT North America Investor Sentiment
    Macroaxis portfolio users are indifferent in their judgment towards investing in NT North America Equity Index B Euro. What is your trading attitude regarding investing in NT North America Equity Index B Euro? Are you bullish or bearish?
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