UBS Global (Ireland) Alpha and Beta Analysis Overview

IE00B3L69P50 -- Ireland Fund  

USD 200.44  15.82  7.32%

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

UBS Global Market Premiums

α1.61β0.006
30 days against DJI
Risk Adjusted Performance  

0.4094

Jensen Alpha  

0.038

Total Risk Alpha  

0.0413

Sortino Ratio  

0.0

Treynor Ratio  

0.9578

UBS Global Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare UBS Global to competition

UBS Global Fundamental Vs Peers

FundamentalsUBS GlobalPeer Average
Price to Earning14.06 times7.60 times
Price to Book1.67 times1.04 times
Price to Sales1.04 times1.03 times
One Year Return8.42 % 2.30 %
Three Year Return5.12 % 3.97 %
Five Year Return1.44 % 1.27 %
Net Asset1.39 B1.37 B

UBS Global Opportunities

UBS Global Return and Market Media

The median price of UBS Global for the period between Mon, Sep 17, 2018 and Wed, Oct 17, 2018 is 240.9 with a coefficient of variation of 61.72. The daily time series for the period is distributed with a sample standard deviation of 111.6, arithmetic mean of 180.81, and mean deviation of 90.41. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00B3L69P50

UBS Global Emerging Investor Sentiment

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