Lord Abbett (Ireland) Alpha and Beta Analysis Overview

IE00BFNWY275 -- Ireland Fund  

USD 10.79  0.03  0.28%

This module allows you to check different measures of market premium for Lord Abbett Short Duration Inc I Acc as well as systematic risk associated with investing in Lord Abbett over a specified time horizon. Please also check Risk vs Return Analysis.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Lord Abbett Market Premiums

α0.037445β0.04
30 days against DJI
Risk Adjusted Performance  

0.0677

Jensen Alpha  

0.0045

Total Risk Alpha  

0.005799

Sortino Ratio  

0.0

Treynor Ratio  

0.3018

Lord Abbett Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Lord Abbett to competition

Lord Abbett Fundamental Vs Peers

FundamentalsLord AbbettPeer Average
One Year Return2.14 % 2.30 %
Three Year Return3.79 % 3.97 %
Five Year Return4.11 % 1.27 %
Ten Year Return4.44 % 1.17 %
Net Asset456.38 M1.37 B
Last Dividend Paid0.031.05
Cash Position Weight15.46 % 14.48 %

Lord Abbett Opportunities

Lord Abbett Return and Market Media

The median price of Lord Abbett for the period between Tue, Jun 19, 2018 and Thu, Jul 19, 2018 is 10.72999954 with a coefficient of variation of 62.68. The daily time series for the period is distributed with a sample standard deviation of 4.9, arithmetic mean of 7.82, and mean deviation of 4.26. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00BFNWY275

Lord Abbett Short Investor Sentiment
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