ACM Dynamic Buy or Sell Recommendation

Macroaxis provides ACM Dynamic Opportunity A buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding ACM Dynamic positions. The advice algorithm takes into account all of ACM Dynamic Opportunity A available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from ACM Dynamic buy-and-hold prospective. Check also ACM Dynamic Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
ACM Dynamic Opportunity A -- USA Fund  

USD 17.36  0.05  0.29%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding ACM Dynamic Opportunity A is 'Buy'.
For the selected time horizon ACM Dynamic Opportunity A has a risk adjusted performance of 0.0423, jensen alpha of (0.048859), total risk alpha of (0.17), sortino ratio of (0.15) and treynor ratio of 0.0719
This buy or sell advice tool can be used to cross verify current analyst consensus on ACM Dynamic Opportunity and to analyze the fund potential to grow in the future. Please makes use of ACM Dynamic Total Asset and Equity Positions Weight to make buy, hold, or sell decision on ACM Dynamic Opportunity.

Returns Distribution Density

Mean Return0.06Value At Risk-0.2872
Potential Upside0.5269Standard Deviation0.4145
 Return Density 
      Distribution 

ACM Dynamic Greeks

α
Alpha over DOW
=(0.048859) 
βBeta against DOW= 0.72 
σ
Overall volatility
= 0.41 
 IrInformation ratio =(0.21) 

ACM Dynamic Volatility Alert

ACM Dynamic Opportunity A exhibits very low volatility with skewness of -1.45 and kurtosis of 6.42. However, we advise investors to further study ACM Dynamic Opportunity A technical indicators to make sure all market info is available and is reliable.
    
 Better Than Average     
    
 Worse Than Average Compare ACM Dynamic to competition
FundamentalsACM DynamicPeer Average
Price to Earning25.44 times7.6 times
Price to Book4.96 times1.04 times
Price to Sales3.43 times1.03 times
One Year Return(2.4) % 2.3 %
Net Asset58.53 M1.37 B
Minimum Initial Investment2 K8.09 M
Cash Position Weight30.41 % 14.48 %
Equity Positions Weight67.67 % 40.68 %
SellBuy
Buy

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Currently Unavailable

Financial Leverage

Inapplicable
Risk Adjusted Performance0.0423
Market Risk Adjusted Performance0.0819
Mean Deviation0.2523
Semi Deviation0.3367
Downside Deviation0.5736
Coefficient Of Variation674.32
Standard Deviation0.4145
Variance0.1718
Information Ratio(0.21)
Jensen Alpha(0.048859)
Total Risk Alpha(0.17)
Sortino Ratio(0.15)
Treynor Ratio0.0719
Maximum Drawdown1.4
Value At Risk(0.29)
Potential Upside0.5269
Downside Variance0.329
Semi Variance0.1133
Expected Short fall(0.27)
Skewness(1.45)
Kurtosis6.42