Legg Mason (Ireland) Alpha and Beta Analysis

IE00B23ZBZ74 -- Ireland Fund  

USD 227.87  1.96  0.87%

This module allows you to check different measures of market premium for Legg Mason RY US Smlr Coms Prm Acc as well as systematic risk associated with investing in Legg Mason over a specified time horizon. Please also check Legg Mason Backtesting, Portfolio Optimization, Legg Mason Correlation, Legg Mason Hype Analysis, Legg Mason Volatility, Legg Mason History and analyze Legg Mason Performance.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Legg Mason Market Premiums

α0.10   β0.19
30 days against DJI

Legg Mason expected buy-and-hold returns

Legg Mason Market Price Analysis

Legg Mason Return and Market Media

The median price of Legg Mason for the period between Tue, Feb 19, 2019 and Sat, Apr 20, 2019 is 0.0 with a coefficient of variation of 373.96. The daily time series for the period is distributed with a sample standard deviation of 54.37, arithmetic mean of 14.54, and mean deviation of 27.1. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

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