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
| α | 0.43 | β | 0.12 |
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
| 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, 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.Build Diversified Portfolios
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Please also check Risk vs Return Analysis. Please also try Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
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