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.
    Horizon     30 Days    Login   to change
    Symbol
    Run Premiums

    Sanlam FOUR Market Premiums

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

    0.01944

    Jensen Alpha  

    0.013148

    Total Risk Alpha  

    0.07

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.50

    Sanlam FOUR Fundamentals

    Sanlam FOUR Opportunities

    Sanlam FOUR Return and Market Media

    The median price of Sanlam FOUR for the period between Sat, Aug 25, 2018 and Mon, Sep 24, 2018 is 925.0 with a coefficient of variation of 69.39. The daily time series for the period is distributed with a sample standard deviation of 444.78, arithmetic mean of 641.0, and mean deviation of 394.46. 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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