Legg Mason (Ireland) Alpha and Beta Analysis Overview

IE00BSBN5Q47 -- Ireland Fund  

USD 136.10  1.83  1.36%

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.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Legg Mason Market Premiums

α0.43β0.12
30 days against DJI
Risk Adjusted Performance  

0.002322

Jensen Alpha  

0.0066

Total Risk Alpha  

0.26

Sortino Ratio  

0.0

Treynor Ratio  

0.121

Legg Mason Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Legg Mason to competition

Legg Mason Fundamental Vs Peers

FundamentalsLegg MasonPeer Average
Minimum Initial Investment1 K8.09 M
Cash Position Weight43.31 % 14.48 %
Equity Positions Weight56.69 % 40.68 %

Legg Mason Opportunities

Legg Mason Return and Market Media

The median price of Legg Mason for the period between Fri, Aug 24, 2018 and Sun, Sep 23, 2018 is 128.84 with a coefficient of variation of 55.51. The daily time series for the period is distributed with a sample standard deviation of 55.42, arithmetic mean of 99.82, and mean deviation of 45.37. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00BSBN5Q47

Legg Mason BW Investor Sentiment

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