Sanlam FOUR (Ireland) Alpha and Beta Analysis Overview

IE00BZ0Y8793 -- Ireland Fund  

GBp 1,061  4.00  0.38%

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.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Sanlam FOUR Market Premiums

α0.17β0.20
30 days against DJI
Risk Adjusted Performance  

0.041352

Jensen Alpha  

0.007268

Total Risk Alpha  

0.007028

Sortino Ratio  

0.0

Treynor Ratio  

0.1734

Sanlam FOUR Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare Sanlam FOUR to competition

Sanlam FOUR Fundamental Vs Peers

FundamentalsSanlam FOURPeer Average
Minimum Initial Investment1 K8.09 M
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 Mon, Jul 16, 2018 and Wed, Aug 15, 2018 is 0.0 with a coefficient of variation of 257.58. The daily time series for the period is distributed with a sample standard deviation of 3.69, arithmetic mean of 1.43, and mean deviation of 2.47. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

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?
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 Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.