Man GLG (Ireland) Alpha and Beta Analysis Overview

    IE00BWBSFJ00 -- Ireland Fund  

    EUR 115.16  1.14  0.98%

    This module allows you to check different measures of market premium for Man GLG Eurp Mid Cap Eq Alt IN Acc as well as systematic risk associated with investing in Man GLG over a specified time horizon. Please also check Risk vs Return Analysis.
     Time Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    Man GLG Market Premiums

    α0.06β0.0436
    30 days against DJI
    Risk Adjusted Performance  

    0.1249

    Jensen Alpha  

    0.0581

    Total Risk Alpha  

    0.007745

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.2673

    Man GLG Fundamentals

        
     Better Than Average     
        
     Worse Than Average Compare Man GLG to competition

    Man GLG Fundamental Vs Peers

    FundamentalsMan GLGPeer Average
    Minimum Initial Investment100 K8.09 M

    Man GLG Opportunities

    Man GLG Return and Market Media

    The median price of Man GLG for the period between Mon, Jun 18, 2018 and Wed, Jul 18, 2018 is 0.0 with a coefficient of variation of 135.41. The daily time series for the period is distributed with a sample standard deviation of 56.25, arithmetic mean of 41.54, and mean deviation of 52.87. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - IE00BWBSFJ00

    Man GLG Eurp Investor Sentiment
    Macroaxis portfolio users are indifferent in their judgment towards investing in Man GLG Eurp Mid Cap Eq Alt IN Acc. What is your trading attitude regarding investing in Man GLG Eurp Mid Cap Eq Alt IN Acc? Are you bullish or bearish?
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    Please also check Risk vs Return Analysis. Please also try Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.