Sanlam FOUR (Ireland) Alpha and Beta Analysis Overview

    IE00BYV2N697 -- Ireland Fund  

    GBp 927.00  2.00  0.22%

    This module allows you to check different measures of market premium for Sanlam FOUR UK Income Opps Fndr Dis GBP as well as systematic risk associated with investing in Sanlam FOUR over a specified time horizon. Please also check Risk vs Return Analysis.
     Time Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    Sanlam FOUR Market Premiums

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

    0.1392

    Jensen Alpha  

    512.92

    Total Risk Alpha  

    23.17

    Sortino Ratio  

    93.45

    Treynor Ratio  

    2.63

    Sanlam FOUR Fundamentals

    Sanlam FOUR Opportunities

    Sanlam FOUR Return and Market Media

    The median price of Sanlam FOUR for the period between Mon, Jun 18, 2018 and Wed, Jul 18, 2018 is 8.2716 with a coefficient of variation of 296.91. The daily time series for the period is distributed with a sample standard deviation of 270.27, arithmetic mean of 91.03, and mean deviation of 151.81. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - IE00BYV2N697

    Sanlam FOUR UK Investor Sentiment
    Macroaxis portfolio users are indifferent in their judgment towards investing in Sanlam FOUR UK Income Opps Fndr Dis GBP. What is your outlook on investing in Sanlam FOUR UK Income Opps Fndr Dis GBP? Are you bullish or bearish?
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    Please also check Risk vs Return Analysis. Please also try Chance of Distress module to get analysis of equity chance of financial distress in the next 2 years.