Legg Mason (Ireland) Alpha and Beta Analysis Overview |
| IE00BSBN5Q47 -- Ireland Fund | USD 128.26 1.90 1.46% |
This module allows you to check different measures of market premium for Legg Mason BW Glbl Dyn US Eq A USD Acc as well as systematic risk associated with investing in Legg Mason over a specified time horizon. Please also check Risk vs Return Analysis.
| Time Horizon | 30 Days Login to change |
| Symbol | Run Premiums |
Legg Mason Market Premiums
| α | 0.05 | β | 0.09 |
30 days against DJI
Risk Adjusted Performance 0.018 | Jensen Alpha 0.049103 | Total Risk Alpha 0.17 | Sortino Ratio 0.18 | Treynor Ratio 0.0237 |
Legg Mason Fundamentals
| Better Than Average | Worse Than Average | Compare Legg Mason to competition |
Legg Mason Fundamental Vs Peers
| Fundamentals | Legg Mason | Peer Average |
| Minimum Initial Investment | 1 K | 8.09 M |
| Cash Position Weight | 43.31 % | 14.48 % |
| Equity Positions Weight | 56.69 % | 40.68 % |
Legg Mason Opportunities
Legg Mason Return and Market Media
The median price of Legg Mason for the period between Fri, Jun 22, 2018 and Sun, Jul 22, 2018 is 128.0 with a coefficient of variation of 48.26. The daily time series for the period is distributed with a sample standard deviation of 50.79, arithmetic mean of 105.23, and mean deviation of 38.26. The Fund did not receive any noticable media coverage during the period.Build Diversified Portfolios
Align your risk with return expectations
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 Cryptocurrency Arbitrage module to find pairs of digital assets on multiple exchanges that are traded at a risk free arbitrage.