MGI UK (Ireland) Alpha and Beta Analysis Overview

IE00BVTW2K76 -- Ireland Fund  

GBp 9,938  2.00  0.0201%

This module allows you to check different measures of market premium for MGI UK Cash M 3 GBP Acc as well as systematic risk associated with investing in MGI UK over a specified time horizon. Please also check Risk vs Return Analysis.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

MGI UK Market Premiums

α0.00β0.00
30 days against DJI
Risk Adjusted Performance  

1.10

Jensen Alpha  

0.012593

Total Risk Alpha  

0.013645

Sortino Ratio  

0.0

Treynor Ratio  

15.64

MGI UK Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare MGI UK to competition

MGI UK Fundamental Vs Peers

FundamentalsMGI UKPeer Average
Net Asset49.07 M1.37 B
Minimum Initial Investment250 K8.09 M
Cash Position Weight95.94 % 14.48 %
Bond Positions Weight0.67 % 14.72 %

MGI UK Opportunities

MGI UK Return and Market Media

The median price of MGI UK for the period between Thu, Jul 19, 2018 and Sat, Aug 18, 2018 is 9945.0 with a coefficient of variation of 88.27. The daily time series for the period is distributed with a sample standard deviation of 5121.41, arithmetic mean of 5801.75, and mean deviation of 4834.79. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00BVTW2K76

MGI UK Cash Investor Sentiment
Macroaxis portfolio users are indifferent in their judgment towards investing in MGI UK Cash M 3 GBP Acc. What is your trading attitude regarding investing in MGI UK Cash M 3 GBP Acc? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish
Skip

Build Diversified Portfolios

Align your risk with return expectations
Fix your portfolio
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 Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.