Legg Mason (Ireland) Alpha and Beta Analysis Overview

IE00BHBFD473 -- Ireland Fund  

USD 105.19  1.39  1.34%

This module allows you to check different measures of market premium for Legg Mason WA Macro Opps Bd E 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

α0.06β0.02
30 days against DJI
Risk Adjusted Performance  

0.06

Jensen Alpha  

0.07

Total Risk Alpha  

0.14

Sortino Ratio  

0.0

Treynor Ratio  

0.33

Legg Mason Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Legg Mason to competition

Legg Mason Fundamental Vs Peers

FundamentalsLegg MasonPeer Average
Minimum Initial Investment1 K8.09 M
Last Dividend Paid0.791.05
Cash Position Weight65.54 % 14.48 %
Bond Positions Weight23.74 % 14.72 %

Legg Mason Opportunities

Legg Mason Return and Market Media

The median price of Legg Mason for the period between Wed, Jun 20, 2018 and Fri, Jul 20, 2018 is 108.93 with a coefficient of variation of 102.36. The daily time series for the period is distributed with a sample standard deviation of 56.38, arithmetic mean of 55.09, and mean deviation of 55.09. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00BHBFD473

Legg Mason WA Investor Sentiment
Macroaxis portfolio users are indifferent in their judgment towards investing in Legg Mason WA Macro Opps Bd E. What is your trading attitude regarding investing in Legg Mason WA Macro Opps Bd E? Are you bullish or bearish?
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