Legg Mason (Ireland) Alpha and Beta Analysis Overview

IE00BQQPSB72 -- Ireland Fund  

EUR 103.01  0.04  0.0388%

This module allows you to check different measures of market premium for Legg Mason QS Invs MultiAsst Cnsrv AInc as well as systematic risk associated with investing in Legg Mason over a specified time horizon. Please also check Risk vs Return Analysis.
Horizon     30 Days    Login   to change
Run Premiums

Legg Mason Market Premiums

30 days against DJI
Risk Adjusted Performance  


Jensen Alpha  


Total Risk Alpha  


Sortino Ratio  


Treynor Ratio  


Legg Mason Fundamentals

 Better Than Average     
 Worse Than Average Compare Legg Mason to competition

Legg Mason Fundamental Vs Peers

FundamentalsLegg MasonPeer Average
Net Asset18.6 M1.37 B
Minimum Initial Investment1 K8.09 M
Last Dividend Paid0.081.05
Cash Position Weight8.82 % 14.48 %
Equity Positions Weight27.43 % 40.68 %
Bond Positions Weight54.01 % 14.72 %

Legg Mason Opportunities

Legg Mason Return and Market Media

The median price of Legg Mason for the period between Sat, Aug 25, 2018 and Mon, Sep 24, 2018 is 100.54 with a coefficient of variation of 68.32. The daily time series for the period is distributed with a sample standard deviation of 49.2, arithmetic mean of 72.01, and mean deviation of 41.15. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  

Current Sentiment - IE00BQQPSB72

Legg Mason QS Investor Sentiment

Macroaxis portfolio users are indifferent in their judgment towards investing in Legg Mason QS Invs MultiAsst Cnsrv AInc. What is your trading attitude regarding investing in Legg Mason QS Invs MultiAsst Cnsrv AInc? Are you bullish or bearish?
50% Bullish
50% Bearish

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 Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Search macroaxis.com