Legg Mason (Ireland) Alpha and Beta Analysis Overview

    IE00BYXTY768 -- Ireland Fund  

    USD 112.34  0.40  0.36%

    This module allows you to check different measures of market premium for Legg Mason MC Eurp Abs Alpha E USD H Acc 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

    α0.11β0.0309
    30 days against DJI
    Risk Adjusted Performance  

    0.018156

    Jensen Alpha  

    0.004834

    Total Risk Alpha  

    0.12

    Sortino Ratio  

    0.0

    Treynor Ratio  

    0.2288

    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

    Legg Mason Opportunities

    Legg Mason Return and Market Media

    The median price of Legg Mason for the period between Fri, Aug 24, 2018 and Sun, Sep 23, 2018 is 112.04 with a coefficient of variation of 102.35. The daily time series for the period is distributed with a sample standard deviation of 57.73, arithmetic mean of 56.4, and mean deviation of 56.4. The Fund did not receive any noticable media coverage during the period.
     Price Growth (%)  
          Timeline 

    Current Sentiment - IE00BYXTY768

    Legg Mason MC Investor Sentiment

    Macroaxis portfolio users are indifferent in their judgment towards investing in Legg Mason MC Eurp Abs Alpha E USD H Acc. What is your trading attitude regarding investing in Legg Mason MC Eurp Abs Alpha E USD H Acc? Are you bullish or bearish?
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