New Capital (Ireland) Alpha and Beta Analysis Overview

IE00BG6MV538 -- Ireland Fund  

USD 158.65  2.99  1.92%

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.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

New Capital Market Premiums

α0.64β0.06
30 days against DJI
Risk Adjusted Performance  

0.0

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Sortino Ratio  

0.0

Treynor Ratio  

0.0

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 Wed, Jun 20, 2018 and Fri, Jul 20, 2018 is 155.66 with a coefficient of variation of 109.54. The daily time series for the period is distributed with a sample standard deviation of 85.26, arithmetic mean of 77.83, and mean deviation of 77.83. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00BG6MV538

New Capital Dynamic Investor Sentiment
Macroaxis portfolio users are indifferent in their judgment towards investing in New Capital Dynamic European Eq USD Ord. What is your trading attitude regarding investing in New Capital Dynamic European Eq USD Ord? Are you bullish or bearish?
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Please also check Risk vs Return Analysis. Please also try Money Flow Index module to determine momentum by analyzing money flow index and other technical indicators.
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