Sanlam FOUR (Ireland) Alpha and Beta Analysis Overview

IE00BZ0Y8793 -- Ireland Fund  

GBp 1,027  4.00  0.39%

This module allows you to check different measures of market premium for Sanlam FOUR Multi Strat GBP A 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
Run Premiums

Sanlam FOUR Market Premiums

α0.27   β0.04
30 days against DJI

Sanlam FOUR Fundamentals

 Better Than Average     
 Worse Than Average Compare Sanlam FOUR to competition

Sanlam FOUR Fundamental Vs Peers

FundamentalsSanlam FOURPeer Average
Minimum Initial Investment1K8.09M
Last Dividend Paid0.031.05
Cash Position Weight41.62% 14.48%
Equity Positions Weight0.41% 40.68%
Bond Positions Weight36.85% 14.72%

Sanlam FOUR Opportunities

Sanlam FOUR Return and Market Media

The median price of Sanlam FOUR for the period between Fri, Oct 12, 2018 and Tue, Dec 11, 2018 is 10.47780037 with a coefficient of variation of 146.85. The daily time series for the period is distributed with a sample standard deviation of 493.59, arithmetic mean of 336.11, and mean deviation of 454.52. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  

Current Sentiment - IE00BZ0Y8793

Sanlam FOUR Multi Investor Sentiment

Macroaxis portfolio users are indifferent in their judgment towards investing in Sanlam FOUR Multi Strat GBP A. What is your outlook on investing in Sanlam FOUR Multi Strat GBP A? Are you bullish or bearish?
50% Bullish
50% Bearish

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 Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.