Heptagon European (Ireland) Alpha and Beta Analysis Overview

IE00BPT33S32 -- Ireland Fund  

USD 113.38  0.42  0.37%

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

Heptagon European Market Premiums

α0.58β0.05
30 days against DJI
Risk Adjusted Performance  

0.12

Jensen Alpha  

0.06

Total Risk Alpha  

0.014854

Sortino Ratio  

0.0

Treynor Ratio  

2.53

Heptagon European Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Heptagon European to competition

Heptagon European Fundamental Vs Peers

FundamentalsHeptagon EuropeanPeer Average
Minimum Initial Investment15 K8.09 M
Cash Position Weight0.55 % 14.48 %
Equity Positions Weight99.45 % 40.68 %

Heptagon European Opportunities

Heptagon European Return and Market Media

The median price of Heptagon European for the period between Tue, Sep 18, 2018 and Thu, Oct 18, 2018 is 0.0 with a coefficient of variation of 112.13. The daily time series for the period is distributed with a sample standard deviation of 57.95, arithmetic mean of 51.69, and mean deviation of 56.38. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00BPT33S32

Heptagon European Focus Investor Sentiment

Macroaxis portfolio users are indifferent in their judgment towards investing in Heptagon European Focus Equity B EUR Acc. What is your judgment towards investing in Heptagon European Focus Equity B EUR Acc? Are you bullish or bearish?
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