Man GLG (Ireland) Alpha and Beta Analysis Overview

IE00B5MLB684 -- Ireland Fund  

EUR 100.81  0.19  0.19%

This module allows you to check different measures of market premium for Man GLG European Equity Alt IN H SEK as well as systematic risk associated with investing in Man GLG over a specified time horizon. Please also check Man GLG Backtesting, Portfolio Optimization, Man GLG Correlation, Man GLG Hype Analysis, Man GLG Volatility, Man GLG History and analyze Man GLG Performance.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Man GLG Market Premiums

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

0.0043

Jensen Alpha  

0.005039

Total Risk Alpha  

0.041048

Sortino Ratio  

0.0

Treynor Ratio  

0.06

Man GLG expected buy-and-hold returns

Man GLG Market Price Analysis

Man GLG Return and Market Media

The median price of Man GLG for the period between Fri, Aug 24, 2018 and Sun, Sep 23, 2018 is 0.0 with a coefficient of variation of 112.12. The daily time series for the period is distributed with a sample standard deviation of 51.33, arithmetic mean of 45.78, and mean deviation of 49.94. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00B5MLB684

Man GLG European Investor Sentiment

Macroaxis portfolio users are indifferent in their judgment towards investing in Man GLG European Equity Alt IN H SEK. What is your trading attitude regarding investing in Man GLG European Equity Alt IN H SEK? 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 Man GLG Backtesting, Portfolio Optimization, Man GLG Correlation, Man GLG Hype Analysis, Man GLG Volatility, Man GLG History and analyze Man GLG Performance. Please also try Theme Ratings module to determine theme ratings based on digital equity recommendations. macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Search macroaxis.com