Legg Mason (Ireland) Alpha and Beta Analysis Overview

IE00BZ1NPT63 -- Ireland Fund  

GBp 16,125  492.00  2.96%

This module allows you to check different measures of market premium for Legg Mason CB US Eq SL X GBP 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

α0.31β0.05
30 days against DJI
Risk Adjusted Performance  

0.23

Jensen Alpha  

5.28

Total Risk Alpha  

2.76

Sortino Ratio  

0.0

Treynor Ratio  

0.819

Legg Mason Fundamentals

    
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Legg Mason Fundamental Vs Peers

FundamentalsLegg MasonPeer Average
Minimum Initial Investment3 M8.09 M
Cash Position Weight31.73 % 14.48 %
Equity Positions Weight68.28 % 40.68 %

Legg Mason Opportunities

Legg Mason Return and Market Media

The median price of Legg Mason for the period between Tue, Sep 18, 2018 and Thu, Oct 18, 2018 is 0.0 with a coefficient of variation of 251.5. The daily time series for the period is distributed with a sample standard deviation of 5081.24, arithmetic mean of 2020.39, and mean deviation of 3405.89. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - IE00BZ1NPT63

Legg Mason CB Investor Sentiment

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