Nedgroup Inv (Ireland) Alpha and Beta Analysis Overview

IE00B9CBCV86 -- Ireland Fund  

USD 10.78  0.06  0.55%

This module allows you to check different measures of market premium for Nedgroup Inv MultiFunds Balanced C USD as well as systematic risk associated with investing in Nedgroup Inv over a specified time horizon. Please also check Risk vs Return Analysis.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Nedgroup Inv Market Premiums

α0.95β0.0316
30 days against DJI
Risk Adjusted Performance  

0.07

Jensen Alpha  

0.011003

Total Risk Alpha  

0.0113

Sortino Ratio  

1.06

Treynor Ratio  

1.57

Nedgroup Inv Fundamentals

    
 Better Than Average     
    
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Nedgroup Inv Fundamental Vs Peers

FundamentalsNedgroup InvPeer Average
Minimum Initial Investment1.5 K8.09 M
Cash Position Weight54.22 % 14.48 %
Equity Positions Weight24.40 % 40.68 %
Bond Positions Weight17.64 % 14.72 %

Nedgroup Inv Opportunities

Nedgroup Inv Return and Market Media

The median price of Nedgroup Inv for the period between Thu, Sep 20, 2018 and Sat, Oct 20, 2018 is 10.88 with a coefficient of variation of 77.37. The daily time series for the period is distributed with a sample standard deviation of 5.36, arithmetic mean of 6.93, and mean deviation of 5.04. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00B9CBCV86

Nedgroup Inv MultiFunds Investor Sentiment

Macroaxis portfolio users are indifferent in their judgment towards investing in Nedgroup Inv MultiFunds Balanced C USD. What is your trading attitude regarding investing in Nedgroup Inv MultiFunds Balanced C USD? Are you bullish or bearish?
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