Mediolanum (Ireland) Alpha and Beta Analysis Overview

IE00B2NLMS57 -- Ireland Fund  

EUR 15.44  0.16  1.03%

This module allows you to check different measures of market premium for Mediolanum BB JPMorgan Glbl Sel S A as well as systematic risk associated with investing in Mediolanum over a specified time horizon. Please also check Risk vs Return Analysis.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Mediolanum Market Premiums

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

0.0775

Jensen Alpha  

0.0759

Total Risk Alpha  

0.018124

Sortino Ratio  

0.0

Treynor Ratio  

0.17

Mediolanum Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Mediolanum to competition

Mediolanum Fundamental Vs Peers

FundamentalsMediolanumPeer Average
Price to Earning16.25 times7.60 times
Price to Book1.90 times1.04 times
Price to Sales1.24 times1.03 times
One Year Return8.95 % 2.30 %
Three Year Return4.18 % 3.97 %
Five Year Return1.47 % 1.27 %
Net Asset447.84 M1.37 B

Mediolanum Opportunities

Mediolanum Return and Market Media

The median price of Mediolanum for the period between Wed, Aug 22, 2018 and Fri, Sep 21, 2018 is 0.0 with a coefficient of variation of 123.02. The daily time series for the period is distributed with a sample standard deviation of 7.75, arithmetic mean of 6.3, and mean deviation of 7.45. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00B2NLMS57

Mediolanum BB JPMorgan Investor Sentiment

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