KBI Instl (Ireland) Alpha and Beta Analysis Overview

IE00B3ZCH117 -- Ireland Fund  

EUR 18.48  0.06  0.33%

This module allows you to check different measures of market premium for KBI Instl Eurozone Equity HIYEU EUR C as well as systematic risk associated with investing in KBI Instl over a specified time horizon. Please also check Risk vs Return Analysis.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

KBI Instl Market Premiums

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

0.0074

Jensen Alpha  

0.09

Total Risk Alpha  

0.87

Sortino Ratio  

0.0

Treynor Ratio  

0.027711

KBI Instl Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare KBI Instl to competition

KBI Instl Fundamental Vs Peers

FundamentalsKBI InstlPeer Average
Price to Earning13.74 times7.60 times
Price to Book1.52 times1.04 times
Price to Sales0.96 times1.03 times
One Year Return8.44 % 2.30 %
Three Year Return8.04 % 3.97 %
Five Year Return6.04 % 1.27 %
Net Asset54.22 M1.37 B

KBI Instl Opportunities

KBI Instl Return and Market Media

The median price of KBI Instl for the period between Thu, Aug 23, 2018 and Sat, Sep 22, 2018 is 17.95 with a coefficient of variation of 82.32. The daily time series for the period is distributed with a sample standard deviation of 9.35, arithmetic mean of 11.36, and mean deviation of 8.74. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00B3ZCH117

KBI Instl Eurozone Investor Sentiment

Macroaxis portfolio users are indifferent in their judgment towards investing in KBI Instl Eurozone Equity HIYEU EUR C. What is your trading attitude regarding investing in KBI Instl Eurozone Equity HIYEU EUR C? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish
Skip

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please also check Risk vs Return Analysis. Please also try Price Transformation module to use price transformation models to analyze depth of different equity instruments across global markets.
Search macroaxis.com