Legg Mason (Ireland) Alpha and Beta Analysis Overview

    IE00BDCRQ675 -- Ireland Fund  

    USD 132.96  6.31  4.98%

    This module allows you to check different measures of market premium for Legg Mason MC Asia Lg Trm Uncons F 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

    α0.11β0.66
    30 days against DJI
    Risk Adjusted Performance  

    0.08

    Jensen Alpha  

    0.29

    Total Risk Alpha  

    0.63

    Sortino Ratio  

    0.0

    Treynor Ratio  

    29.0

    Legg Mason Fundamentals

        
     Better Than Average     
        
     Worse Than Average Compare Legg Mason to competition

    Legg Mason Fundamental Vs Peers

    FundamentalsLegg MasonPeer Average
    Minimum Initial Investment5 M8.09 M

    Legg Mason Opportunities

    Legg Mason Return and Market Media

    The median price of Legg Mason for the period between Tue, Jun 19, 2018 and Thu, Jul 19, 2018 is 135.65 with a coefficient of variation of 32.43. The daily time series for the period is distributed with a sample standard deviation of 39.77, arithmetic mean of 122.63, and mean deviation of 22.3. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - IE00BDCRQ675

    Legg Mason MC Investor Sentiment
    Macroaxis portfolio users are indifferent in their judgment towards investing in Legg Mason MC Asia Lg Trm Uncons F Acc. What is your trading attitude regarding investing in Legg Mason MC Asia Lg Trm Uncons F Acc? Are you bullish or bearish?
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    Please also check Risk vs Return Analysis. Please also try Chance of Distress module to get analysis of equity chance of financial distress in the next 2 years.