BlackRock ISF (Ireland) Alpha and Beta Analysis Overview

IE00B4ZF3F31 -- Ireland Fund  

EUR 12.54  0.58  4.42%

This module allows you to check different measures of market premium for BlackRock ISF EM Fdmtl Wtd Idx as well as systematic risk associated with investing in BlackRock ISF over a specified time horizon. Please also check Risk vs Return Analysis.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

BlackRock ISF Market Premiums

α0.019599β0.0045
30 days against DJI
Risk Adjusted Performance  

0.08

Jensen Alpha  

0.32

Total Risk Alpha  

0.0433

Sortino Ratio  

0.0

Treynor Ratio  

1.5

BlackRock ISF Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare BlackRock ISF to competition

BlackRock ISF Fundamental Vs Peers

FundamentalsBlackRock ISFPeer Average
Price to Earning8.80 times7.60 times
Price to Book0.82 times1.04 times
Price to Sales0.64 times1.03 times
One Year Return(1.18) % 2.30 %
Net Asset548.81 M1.37 B
Cash Position Weight1.22 % 14.48 %
Equity Positions Weight98.69 % 40.68 %

BlackRock ISF Opportunities

BlackRock ISF Return and Market Media

The median price of BlackRock ISF for the period between Tue, Sep 18, 2018 and Thu, Oct 18, 2018 is 12.71 with a coefficient of variation of 64.39. The daily time series for the period is distributed with a sample standard deviation of 6.1, arithmetic mean of 9.48, and mean deviation of 5.17. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00B4ZF3F31

BlackRock ISF EM Investor Sentiment

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