E I (Ireland) Alpha and Beta Analysis Overview

IE00B5VJPM77 -- Ireland Fund  

EUR 228.06  0.12  0.05%

This module allows you to check different measures of market premium for E I Sturdza Strgc Eurp Value EUR as well as systematic risk associated with investing in E I over a specified time horizon. Please also check Risk vs Return Analysis.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

E I Market Premiums

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

0.0524

Jensen Alpha  

0.0385

Total Risk Alpha  

0.09

Sortino Ratio  

0.0

Treynor Ratio  

0.1962

E I Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare E I to competition

E I Fundamental Vs Peers

FundamentalsE IPeer Average
Price to Earning20.88 times7.60 times
Price to Book4.35 times1.04 times
Price to Sales2.57 times1.03 times
One Year Return13.73 % 2.30 %
Three Year Return13.75 % 3.97 %
Five Year Return16.24 % 1.27 %
Net Asset842.5 M1.37 B

E I Opportunities

E I Return and Market Media

The median price of E I for the period between Wed, Aug 22, 2018 and Fri, Sep 21, 2018 is 219.67 with a coefficient of variation of 75.0. The daily time series for the period is distributed with a sample standard deviation of 110.28, arithmetic mean of 147.04, and mean deviation of 98.02. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00B5VJPM77

E I Sturdza Investor Sentiment

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