First State (Ireland) Alpha and Beta Analysis Overview

IE00B29SXK94 -- Ireland Fund  

USD 12.63  0.17  1.36%

This module allows you to check different measures of market premium for First State Glbl Listed Infra I Acc as well as systematic risk associated with investing in First State over a specified time horizon. Please also check Risk vs Return Analysis.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

First State Market Premiums

α0.18β0.13
30 days against DJI
Risk Adjusted Performance  

0.0793

Jensen Alpha  

0.0082

Total Risk Alpha  

0.013416

Sortino Ratio  

0.0

Treynor Ratio  

0.4785

First State Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare First State to competition

First State Fundamental Vs Peers

FundamentalsFirst StatePeer Average
Minimum Initial Investment1 K8.09 M
Cash Position Weight1.94 % 14.48 %
Equity Positions Weight98.06 % 40.68 %

First State Opportunities

First State Return and Market Media

The median price of First State for the period between Wed, Jun 20, 2018 and Fri, Jul 20, 2018 is 0.0 with a coefficient of variation of 257.58. The daily time series for the period is distributed with a sample standard deviation of 4.4, arithmetic mean of 1.71, and mean deviation of 2.95. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00B29SXK94

First State Glbl Investor Sentiment
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Please also check Risk vs Return Analysis. Please also try Headlines Timeline module to stay connected to all market stories and filter out noise. drill down to analyze hype elasticity.
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