New Capital (Ireland) Alpha and Beta Analysis Overview

IE00BG6MV538 -- Ireland Fund  

USD 159.15  1.70  1.08%

This module allows you to check different measures of market premium for New Capital Dynamic European Eq USD Ord as well as systematic risk associated with investing in New Capital over a specified time horizon. Please also check Risk vs Return Analysis.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

New Capital Market Premiums

α0.34β0.09
30 days against DJI
Risk Adjusted Performance  

0.1453

Jensen Alpha  

0.1945

Total Risk Alpha  

0.041411

Sortino Ratio  

0.0

Treynor Ratio  

2.43

New Capital Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare New Capital to competition

New Capital Fundamental Vs Peers

FundamentalsNew CapitalPeer Average
Minimum Initial Investment10 K8.09 M
Cash Position Weight2.46 % 14.48 %
Equity Positions Weight97.54 % 40.68 %

New Capital Opportunities

New Capital Return and Market Media

The median price of New Capital for the period between Fri, Aug 24, 2018 and Sun, Sep 23, 2018 is 155.66 with a coefficient of variation of 69.02. The daily time series for the period is distributed with a sample standard deviation of 75.8, arithmetic mean of 109.84, and mean deviation of 65.9. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00BG6MV538

New Capital Dynamic Investor Sentiment

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