Russell Multi (Ireland) Alpha and Beta Analysis Overview

IE00B05KX727 -- Ireland Fund  

USD 188.72  0.47  0.25%

This module allows you to check different measures of market premium for Russell Multi Asset 70 B Acc as well as systematic risk associated with investing in Russell Multi over a specified time horizon. Please also check Risk vs Return Analysis.
Horizon     30 Days    Login   to change
Run Premiums

Russell Multi Market Premiums

30 days against DJI
Risk Adjusted Performance  


Jensen Alpha  


Total Risk Alpha  


Sortino Ratio  


Treynor Ratio  


Russell Multi Fundamentals

 Better Than Average     
 Worse Than Average Compare Russell Multi to competition

Russell Multi Fundamental Vs Peers

FundamentalsRussell MultiPeer Average
Price to Earning15.78 times7.60 times
Price to Book1.62 times1.04 times
Price to Sales1.15 times1.03 times
One Year Return3.71 % 2.30 %
Three Year Return6.86 % 3.97 %
Five Year Return1.22 % 1.27 %
Ten Year Return4.01 % 1.17 %

Russell Multi Opportunities

Russell Multi Return and Market Media

The median price of Russell Multi for the period between Mon, Sep 17, 2018 and Wed, Oct 17, 2018 is 186.22 with a coefficient of variation of 102.36. The daily time series for the period is distributed with a sample standard deviation of 96.84, arithmetic mean of 94.61, and mean deviation of 94.61. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  

Current Sentiment - IE00B05KX727

Russell Multi Asset Investor Sentiment

Macroaxis portfolio users are indifferent in their judgment towards investing in Russell Multi Asset 70 B Acc. What is your perspective on investing in Russell Multi Asset 70 B Acc? Are you bullish or bearish?
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Please also check Risk vs Return Analysis. Please also try Aroon Oscillator module to analyze current equity momentum using aroon oscillator and other momentum ratios.