Legg Mason (Ireland) Alpha and Beta Analysis Overview

IE00BD5V0L96 -- Ireland Fund  

CAD 122.43  0.34  0.28%

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.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Legg Mason Market Premiums

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

0.040412

Jensen Alpha  

0.036466

Total Risk Alpha  

0.12

Sortino Ratio  

0.0

Treynor Ratio  

1.76

Legg Mason Fundamentals

    
 Better Than Average     
    
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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 Thu, Jul 19, 2018 and Sat, Aug 18, 2018 is 122.66999817 with a coefficient of variation of 48.25. The daily time series for the period is distributed with a sample standard deviation of 48.49, arithmetic mean of 100.49, and mean deviation of 36.54. 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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Please also check Risk vs Return Analysis. Please also try Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.