Sanlam World (Ireland) Alpha and Beta Analysis Overview

IE00BPYD7S67 -- Ireland Fund  

USD 2.38  0.07  3.03%

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

Sanlam World Market Premiums

α0.88   β0.23
30 days against DJI

Sanlam World Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Sanlam World to competition

Sanlam World Fundamental Vs Peers

FundamentalsSanlam WorldPeer Average
Cash Position Weight1.75% 14.48%
Equity Positions Weight98.10% 40.68%

Sanlam World Opportunities

Sanlam World Return and Market Media

The median price of Sanlam World for the period between Sat, Oct 13, 2018 and Wed, Dec 12, 2018 is 0.0 with a coefficient of variation of 105.87. The daily time series for the period is distributed with a sample standard deviation of 1.25, arithmetic mean of 1.18, and mean deviation of 1.24. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00BPYD7S67

Sanlam World Equity Investor Sentiment

Macroaxis portfolio users are indifferent in their judgment towards investing in Sanlam World Equity Tracker E. What is your outlook on investing in Sanlam World Equity Tracker E? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish
Skip

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please also check Risk vs Return Analysis. Please also try Chance of Distress module to get analysis of equity chance of financial distress in the next 2 years.
Search macroaxis.com