Allianz Glbl (Ireland) Alpha and Beta Analysis Overview

IE00B1CD2P22 -- Ireland Fund  

EUR 1,085  33.94  3.03%

This module allows you to check different measures of market premium for Allianz Glbl Emerg Mkts Eq WT EUR as well as systematic risk associated with investing in Allianz Glbl over a specified time horizon. Please also check Risk vs Return Analysis.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Allianz Glbl Market Premiums

α0.72β1.45
30 days against DJI
Risk Adjusted Performance  

0.17

Jensen Alpha  

0.12

Total Risk Alpha  

0.018865

Sortino Ratio  

0.0

Treynor Ratio  

1.45

Allianz Glbl Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Allianz Glbl to competition

Allianz Glbl Fundamental Vs Peers

FundamentalsAllianz GlblPeer Average
Price to Earning12.93 times7.60 times
Price to Book1.87 times1.04 times
Price to Sales1.44 times1.03 times
One Year Return3.06 % 2.30 %
Three Year Return3.99 % 3.97 %
Five Year Return(1.52) % 1.27 %
Net Asset17.28 M1.37 B

Allianz Glbl Opportunities

Allianz Glbl Return and Market Media

The median price of Allianz Glbl for the period between Sat, Sep 15, 2018 and Mon, Oct 15, 2018 is 1174.93005371 with a coefficient of variation of 85.17. The daily time series for the period is distributed with a sample standard deviation of 598.73, arithmetic mean of 702.97, and mean deviation of 575.16. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00B1CD2P22

Allianz Glbl Emerg Investor Sentiment

Macroaxis portfolio users are indifferent in their judgment towards investing in Allianz Glbl Emerg Mkts Eq WT EUR. What is your sentiment towards investing in Allianz Glbl Emerg Mkts Eq WT EUR? Are you bullish or bearish?
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