Sanlam BIFM (Ireland) Alpha and Beta Analysis Overview

IE00BFPMK726 -- Ireland Fund  

USD 1.19  0.02  1.65%

This module allows you to check different measures of market premium for Sanlam BIFM World Equity A USD Acc as well as systematic risk associated with investing in Sanlam BIFM over a specified time horizon. Please also check Risk vs Return Analysis.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Sanlam BIFM Market Premiums

α0.53β0.15
30 days against DJI
Risk Adjusted Performance  

0.0273

Jensen Alpha  

0.014128

Total Risk Alpha  

0.52

Sortino Ratio  

0.0

Treynor Ratio  

0.1349

Sanlam BIFM Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Sanlam BIFM to competition

Sanlam BIFM Fundamental Vs Peers

FundamentalsSanlam BIFMPeer Average
Price to Earning14.83 times7.60 times
Price to Book1.47 times1.04 times
Price to Sales0.97 times1.03 times
One Year Return2.06 % 2.30 %
Net Asset238.16 M1.37 B
Minimum Initial Investment1 K8.09 M
Cash Position Weight1.54 % 14.48 %

Sanlam BIFM Opportunities

Sanlam BIFM Return and Market Media

The median price of Sanlam BIFM for the period between Fri, Aug 24, 2018 and Sun, Sep 23, 2018 is 1.21 with a coefficient of variation of 77.38. The daily time series for the period is distributed with a sample standard deviation of 0.61, arithmetic mean of 0.78, and mean deviation of 0.56. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00BFPMK726

Sanlam BIFM World Investor Sentiment

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