Russell Global (Ireland) Alpha and Beta Analysis Overview

IE00B643SZ75 -- Ireland Fund  

USD 1,327  2.57  0.19%

This module allows you to check different measures of market premium for Russell Global High Yield DH B RllUp Acc as well as systematic risk associated with investing in Russell Global over a specified time horizon. Please also check Risk vs Return Analysis.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Russell Global Market Premiums

α0.1β0.0035
30 days against DJI
Risk Adjusted Performance  

0.0911

Jensen Alpha  

0.0098

Total Risk Alpha  

0.007414

Sortino Ratio  

0.0

Treynor Ratio  

0.6291

Russell Global Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Russell Global to competition

Russell Global Fundamental Vs Peers

FundamentalsRussell GlobalPeer Average
One Year Return5.55 % 2.30 %
Three Year Return8.17 % 3.97 %
Five Year Return6.51 % 1.27 %
Net Asset1.17 B1.37 B
Cash Position Weight8.61 % 14.48 %
Equity Positions Weight0.15 % 40.68 %
Bond Positions Weight84.49 % 14.72 %

Russell Global Opportunities

Russell Global Return and Market Media

The median price of Russell Global for the period between Mon, Jun 18, 2018 and Wed, Jul 18, 2018 is 1321.47 with a coefficient of variation of 109.54. The daily time series for the period is distributed with a sample standard deviation of 724.45, arithmetic mean of 661.33, and mean deviation of 661.33. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00B643SZ75

Russell Global High Investor Sentiment
Macroaxis portfolio users are indifferent in their judgment towards investing in Russell Global High Yield DH B RllUp Acc. What is your perspective on investing in Russell Global High Yield DH B RllUp Acc? Are you bullish or bearish?
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Please also check Risk vs Return Analysis. Please also try Pair Correlation module to compare performance and examine historical correlation between any two equity instruments.