Vulcan Value (Ireland) Alpha and Beta Analysis Overview

    IE00BQ0QM471 -- Ireland Fund  

     152.75  0.20  0.13%

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

    Vulcan Value Market Premiums

    α0.84β0.16
    30 days against DJI
    Risk Adjusted Performance  

    0.35

    Jensen Alpha  

    0.19

    Total Risk Alpha  

    0.09

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.7348

    Vulcan Value Fundamentals

    Vulcan Value Opportunities

    Vulcan Value Return and Market Media

    The median price of Vulcan Value for the period between Sun, Sep 16, 2018 and Tue, Oct 16, 2018 is 0.0 with a coefficient of variation of 150.0. The daily time series for the period is distributed with a sample standard deviation of 74.8, arithmetic mean of 49.86, and mean deviation of 66.48. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - IE00BQ0QM471

    Vulcan Value Equity Investor Sentiment

    Macroaxis portfolio users are indifferent in their judgment towards investing in Vulcan Value Equity II Acc. What is your outlook on investing in Vulcan Value Equity II Acc? Are you bullish or bearish?
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