Legg Mason (Ireland) Alpha and Beta Analysis Overview

IE00B56HKL06 -- Ireland Fund  

USD 196.47  1.47  0.75%

This module allows you to check different measures of market premium for Legg Mason RY US Smlr Coms E Acc as well as systematic risk associated with investing in Legg Mason over a specified time horizon. Please also check Risk vs Return Analysis.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Legg Mason Market Premiums

α0.021117β0.20
30 days against DJI
Risk Adjusted Performance  

6.0E-4

Jensen Alpha  

0.006129

Total Risk Alpha  

0.10

Sortino Ratio  

0.0

Treynor Ratio  

0.2612

Legg Mason Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Legg Mason to competition

Legg Mason Fundamental Vs Peers

FundamentalsLegg MasonPeer Average
Price to Earning16.01 times7.60 times
Price to Book1.95 times1.04 times
Price to Sales1.22 times1.03 times
One Year Return13.82 % 2.30 %
Three Year Return11.24 % 3.97 %
Five Year Return8.87 % 1.27 %
Net Asset193.05 M1.37 B

Legg Mason Opportunities

Legg Mason Return and Market Media

The median price of Legg Mason for the period between Wed, Aug 22, 2018 and Fri, Sep 21, 2018 is 192.75 with a coefficient of variation of 102.35. The daily time series for the period is distributed with a sample standard deviation of 99.35, arithmetic mean of 97.06, and mean deviation of 97.06. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00B56HKL06

Legg Mason RY Investor Sentiment

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