MGI Emerging (Ireland) Alpha and Beta Analysis Overview

    IE00B19FY999 -- Ireland Fund  

    GBp 12,036  658.00  5.18%

    This module allows you to check different measures of market premium for MGI Emerging Markets Equity M 3 GBP as well as systematic risk associated with investing in MGI Emerging over a specified time horizon. Please also check Risk vs Return Analysis.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    MGI Emerging Market Premiums

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

    0.00892

    Jensen Alpha  

    0.0032

    Total Risk Alpha  

    0.178

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.16

    MGI Emerging Fundamentals

        
     Better Than Average     
        
     Worse Than Average Compare MGI Emerging to competition

    MGI Emerging Fundamental Vs Peers

    FundamentalsMGI EmergingPeer Average
    Cash Position Weight6.33 % 14.48 %
    Equity Positions Weight84.42 % 40.68 %

    MGI Emerging Opportunities

    MGI Emerging Return and Market Media

    The median price of MGI Emerging for the period between Wed, Sep 19, 2018 and Fri, Oct 19, 2018 is 12791.0 with a coefficient of variation of 93.46. The daily time series for the period is distributed with a sample standard deviation of 6693.79, arithmetic mean of 7161.91, and mean deviation of 6510.83. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - IE00B19FY999

    MGI Emerging Markets Investor Sentiment

    Macroaxis portfolio users are indifferent in their judgment towards investing in MGI Emerging Markets Equity M 3 GBP. What is your trading attitude regarding investing in MGI Emerging Markets Equity M 3 GBP? Are you bullish or bearish?
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