GlobalAccess Glbl (Ireland) Alpha and Beta Analysis Overview

    IE00B5L3Y664 -- Ireland Fund  

    GBp 74.00  1.00  1.33%

    This module allows you to check different measures of market premium for GlobalAccess Glbl Govt Bd M Acc as well as systematic risk associated with investing in GlobalAccess Glbl over a specified time horizon. Please also check Risk vs Return Analysis.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    GlobalAccess Glbl Market Premiums

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

    0.51

    Jensen Alpha  

    0.70

    Total Risk Alpha  

    0.48

    Sortino Ratio  

    0.0

    Treynor Ratio  

    3.52

    GlobalAccess Glbl Fundamentals

        
     Better Than Average     
        
     Worse Than Average Compare GlobalAccess Glbl to competition

    GlobalAccess Glbl Fundamental Vs Peers

    FundamentalsGlobalAccess GlblPeer Average
    Cash Position Weight21.93 % 14.48 %
    Bond Positions Weight59.95 % 14.72 %

    GlobalAccess Glbl Opportunities

    GlobalAccess Glbl Return and Market Media

    The median price of GlobalAccess Glbl for the period between Sat, Sep 15, 2018 and Mon, Oct 15, 2018 is 74.0 with a coefficient of variation of 1.34. The daily time series for the period is distributed with a sample standard deviation of 1.0, arithmetic mean of 74.5, and mean deviation of 0.75. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - IE00B5L3Y664

    GlobalAccess Glbl Govt Investor Sentiment

    Macroaxis portfolio users are indifferent in their judgment towards investing in GlobalAccess Glbl Govt Bd M Acc. What is your judgment towards investing in GlobalAccess Glbl Govt Bd M Acc? 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 Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
    Search macroaxis.com