Russell OW (Ireland) Alpha and Beta Analysis Overview

IE00B57DQW00 -- Ireland Fund  

USD 1,145  15.56  1.34%

This module allows you to check different measures of market premium for Russell OW Glbl High Dividend Eq B USD as well as systematic risk associated with investing in Russell OW over a specified time horizon. Please also check Risk vs Return Analysis.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Russell OW Market Premiums

α0.41β0.10
30 days against DJI
Risk Adjusted Performance  

0.009906

Jensen Alpha  

0.003977

Total Risk Alpha  

0.0372

Sortino Ratio  

0.0

Treynor Ratio  

0.08

Russell OW Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Russell OW to competition

Russell OW Fundamental Vs Peers

FundamentalsRussell OWPeer Average
Price to Earning15.25 times7.60 times
Price to Book1.62 times1.04 times
Price to Sales1.49 times1.03 times
One Year Return17.56 % 2.30 %
Three Year Return9.81 % 3.97 %
Five Year Return4.63 % 1.27 %
Net Asset226.79 M1.37 B

Russell OW Opportunities

Russell OW Return and Market Media

The median price of Russell OW for the period between Mon, Sep 17, 2018 and Wed, Oct 17, 2018 is 0.0 with a coefficient of variation of 149.85. The daily time series for the period is distributed with a sample standard deviation of 563.79, arithmetic mean of 376.25, and mean deviation of 513.07. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00B57DQW00

Russell OW Glbl Investor Sentiment

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