Legg Mason (Ireland) Alpha and Beta Analysis Overview

IE00BD5V0L96 -- Ireland Fund  

CAD 122.11  0.00  0.00%

This module allows you to check different measures of market premium for Legg Mason BW Global Hi Yld S CAD H Acc as well as systematic risk associated with investing in Legg Mason over a specified time horizon. Please also check Risk vs Return Analysis.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Legg Mason Market Premiums

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

0.1

Jensen Alpha  

0.018632

Total Risk Alpha  

0.0009749

Sortino Ratio  

0.0

Treynor Ratio  

0.784

Legg Mason Fundamentals

    
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Legg Mason Fundamental Vs Peers

FundamentalsLegg MasonPeer Average
Minimum Initial Investment50 M8.09 M
Cash Position Weight52.26 % 14.48 %
Equity Positions Weight2.34 % 40.68 %
Bond Positions Weight34.88 % 14.72 %

Legg Mason Opportunities

Legg Mason Return and Market Media

The median price of Legg Mason for the period between Tue, Sep 18, 2018 and Thu, Oct 18, 2018 is 122.59999847 with a coefficient of variation of 69.92. The daily time series for the period is distributed with a sample standard deviation of 58.49, arithmetic mean of 83.65, and mean deviation of 53.23. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00BD5V0L96

Legg Mason BW Investor Sentiment

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