Russell Global (Ireland) Alpha and Beta Analysis Overview

IE00B643SZ75 -- Ireland Fund  

USD 1,340  0.19  0.0142%

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.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Russell Global Market Premiums

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

0.1001

Jensen Alpha  

0.0211

Total Risk Alpha  

0.00050969

Sortino Ratio  

0.0

Treynor Ratio  

1.67

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 Wed, Aug 22, 2018 and Fri, Sep 21, 2018 is 1322.37 with a coefficient of variation of 79.28. The daily time series for the period is distributed with a sample standard deviation of 668.41, arithmetic mean of 843.07, and mean deviation of 613.14. 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?
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 Ceiling Movement module to calculate and plot price ceiling movement for different equity instruments.
Search macroaxis.com