Gramercy Corp (Ireland) Alpha and Beta Analysis Overview

IE00BRCJF758 -- Ireland Fund  

USD 117.71  0.32  0.27%

This module allows you to check different measures of market premium for Gramercy Corp Emerg Mkt Dbt W I USD Acc as well as systematic risk associated with investing in Gramercy Corp over a specified time horizon. Please also check Risk vs Return Analysis.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Gramercy Corp Market Premiums

α0.27β0.12
30 days against DJI
Risk Adjusted Performance  

0.08

Jensen Alpha  

0.06

Total Risk Alpha  

0.06

Sortino Ratio  

0.0

Treynor Ratio  

0.36

Gramercy Corp Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Gramercy Corp to competition

Gramercy Corp Fundamental Vs Peers

FundamentalsGramercy CorpPeer Average
Price to Sales0.07 times1.03 times
One Year Return(5.70) % 2.30 %
Minimum Initial Investment13 M8.09 M
Cash Position Weight5.32 % 14.48 %
Equity Positions Weight0.03 % 40.68 %
Bond Positions Weight93.99 % 14.72 %

Gramercy Corp Opportunities

Gramercy Corp Return and Market Media

The median price of Gramercy Corp for the period between Mon, Jul 16, 2018 and Wed, Aug 15, 2018 is 0.0 with a coefficient of variation of 135.4. The daily time series for the period is distributed with a sample standard deviation of 57.55, arithmetic mean of 42.5, and mean deviation of 54.1. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00BRCJF758

Gramercy Corp Emerg Investor Sentiment
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