GAM Star (Ireland) Alpha and Beta Analysis Overview

IE00B88LXR84 -- Ireland Fund  

USD 27.73  0.20  0.72%

This module allows you to check different measures of market premium for GAM Star Japan Equity Z USD Acc as well as systematic risk associated with investing in GAM Star over a specified time horizon. Please also check Risk vs Return Analysis.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

GAM Star Market Premiums

α0.56β0.33
30 days against DJI
Risk Adjusted Performance  

0.12

Jensen Alpha  

0.22

Total Risk Alpha  

0.31

Sortino Ratio  

0.0

Treynor Ratio  

3.20

GAM Star Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare GAM Star to competition

GAM Star Fundamental Vs Peers

FundamentalsGAM StarPeer Average
Price to Earning17.01 times7.60 times
Price to Book1.84 times1.04 times
Price to Sales1.39 times1.03 times
One Year Return11.60 % 2.30 %
Three Year Return9.74 % 3.97 %
Net Asset5.87 B1.37 B
Last Dividend Paid0.061.05

GAM Star Opportunities

GAM Star Return and Market Media

The median price of GAM Star for the period between Wed, Jul 18, 2018 and Fri, Aug 17, 2018 is 0.0 with a coefficient of variation of 257.65. The daily time series for the period is distributed with a sample standard deviation of 9.93, arithmetic mean of 3.85, and mean deviation of 6.65. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00B88LXR84

GAM Star Japan Investor Sentiment
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