Legg Mason (Ireland) Alpha and Beta Analysis Overview

IE00BWT64Y45 -- Ireland Fund  

EUR 94.12  0.07  0.07%

This module allows you to check different measures of market premium for Legg Mason BW Glb Optr A Hg 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

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

0.23

Jensen Alpha  

0.30

Total Risk Alpha  

0.08

Sortino Ratio  

0.0

Treynor Ratio  

10.32

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
Last Dividend Paid2.931.05
Cash Position Weight71.30 % 14.48 %
Bond Positions Weight17.67 % 14.72 %

Legg Mason Opportunities

Legg Mason Return and Market Media

The median price of Legg Mason for the period between Thu, Sep 20, 2018 and Sat, Oct 20, 2018 is 96.47000122 with a coefficient of variation of 2.25. The daily time series for the period is distributed with a sample standard deviation of 2.17, arithmetic mean of 96.63, and mean deviation of 1.77. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00BWT64Y45

Legg Mason BW Investor Sentiment

Macroaxis portfolio users are indifferent in their judgment towards investing in Legg Mason BW Glb Optr A Hg. What is your trading attitude regarding investing in Legg Mason BW Glb Optr A Hg? 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 Equity Valuation module to check real value of public entities based on technical and fundamental data.
Search macroaxis.com