BlackRock ISF (Ireland) Alpha and Beta Analysis Overview

IE00B62C5H76 -- Ireland Fund  

GBp 2,324  2.00  0.09%

This module allows you to check different measures of market premium for BlackRock ISF Dev Wld Idx Sub as well as systematic risk associated with investing in BlackRock ISF over a specified time horizon. Please also check Risk vs Return Analysis.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

BlackRock ISF Market Premiums

α0.28β0.53
30 days against DJI
Risk Adjusted Performance  

0.0971

Jensen Alpha  

0.0188

Total Risk Alpha  

0.040586

Sortino Ratio  

0.0

Treynor Ratio  

0.2211

BlackRock ISF Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare BlackRock ISF to competition

BlackRock ISF Fundamental Vs Peers

FundamentalsBlackRock ISFPeer Average
Price to Earning15.95 times7.60 times
Price to Book1.83 times1.04 times
Price to Sales1.29 times1.03 times
One Year Return8.37 % 2.30 %
Three Year Return16.29 % 3.97 %
Net Asset10.99 B1.37 B
Minimum Initial Investment1000 K8.09 M

BlackRock ISF Opportunities

BlackRock ISF Return and Market Media

The median price of BlackRock ISF for the period between Sun, Aug 26, 2018 and Tue, Sep 25, 2018 is 0.0 with a coefficient of variation of 257.59. The daily time series for the period is distributed with a sample standard deviation of 762.47, arithmetic mean of 296.0, and mean deviation of 511.27. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00B62C5H76

BlackRock ISF Dev Investor Sentiment

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