Northern Trust (Ireland) Alpha and Beta Analysis Overview

IE00BRYG9J40 -- Ireland Fund  

EUR 10.28  0.06  0.59%

This module allows you to check different measures of market premium for Northern Trust Euro Fundamental Idx A as well as systematic risk associated with investing in Northern Trust over a specified time horizon. Please also check Risk vs Return Analysis.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Northern Trust Market Premiums

α0.16β0.14
30 days against DJI
Risk Adjusted Performance  

0.0017

Jensen Alpha  

0.0116

Total Risk Alpha  

0.40

Sortino Ratio  

0.0

Treynor Ratio  

0.0956

Northern Trust Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Northern Trust to competition

Northern Trust Fundamental Vs Peers

FundamentalsNorthern TrustPeer Average
Minimum Initial Investment30 M8.09 M
Last Dividend Paid0.621.05
Cash Position Weight0.01 % 14.48 %
Equity Positions Weight98.33 % 40.68 %

Northern Trust Opportunities

Northern Trust Return and Market Media

The median price of Northern Trust for the period between Sun, Aug 26, 2018 and Tue, Sep 25, 2018 is 10.36 with a coefficient of variation of 64.23. The daily time series for the period is distributed with a sample standard deviation of 4.84, arithmetic mean of 7.53, and mean deviation of 4.11. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00BRYG9J40

Northern Trust Euro Investor Sentiment

Macroaxis portfolio users are indifferent in their judgment towards investing in Northern Trust Euro Fundamental Idx A. What is your trading attitude regarding investing in Northern Trust Euro Fundamental Idx A? Are you bullish or bearish?
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