BrandywineGLOBAL Alpha and Beta Analysis

LGOCX -- USA Fund  

USD 9.71  0.00  0.00%

This module allows you to check different measures of market premium for BrandywineGLOBAL Global Opp Bond C as well as systematic risk associated with investing in BrandywineGLOBAL over a specified time horizon. Please see also Stocks Correlation.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

BrandywineGLOBAL Market Premiums

α0.02   β0.0059
30 days against DJI

BrandywineGLOBAL Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare BrandywineGLOBAL to competition

BrandywineGLOBAL Fundamental Vs Peers

FundamentalsBrandywineGLOBALPeer Average
One Year Return(0.65)% 2.30%
Three Year Return2.58% 3.97%
Five Year Return5.39% 1.27%
Net Asset3.19B1.37B
Minimum Initial Investment1K8.09M
Cash Position Weight35.49% 14.48%
Bond Positions Weight51.49% 14.72%

BrandywineGLOBAL Opportunities

BrandywineGLOBAL Return and Market Media

The median price of BrandywineGLOBAL for the period between Fri, Nov 16, 2018 and Tue, Jan 15, 2019 is 9.71 with a coefficient of variation of 0.92. The daily time series for the period is distributed with a sample standard deviation of 0.09, arithmetic mean of 9.73, and mean deviation of 0.07. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - LGOCX

BrandywineGLOBAL Global Investor Sentiment

Macroaxis portfolio users are evenly split in their trading attitude regarding investing in BrandywineGLOBAL Global Opp Bond C. What is your opinion about investing in BrandywineGLOBAL Global Opp Bond C? 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 see also Stocks Correlation. Please also try Crypto Portfolio Optimizer module to optimize portfolio of digital coins and token across multiple currency and exchanges.
Search macroaxis.com