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
Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding ACM Dynamic Opportunity A is 'Hold'.
For the selected time horizon ACM Dynamic Opportunity A has a risk adjusted performance of 0.073, jensen alpha of 0.0801, total risk alpha of 0.0608, sortino ratio of 0.0765 and treynor ratio of (0.22)
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 One Year Return to make buy, hold, or sell decision on ACM Dynamic Opportunity.

Returns Distribution Density

Mean Return0.09Value At Risk-0.3113
Potential Upside0.6854Standard Deviation0.5604
 Return Density 
      Distribution 

ACM Dynamic Greeks

α
Alpha over DOW
= 0.08 
βBeta against DOW=(0.35) 
σ
Overall volatility
= 0.56 
 IrInformation ratio = 0.11 

ACM Dynamic Volatility Alert

ACM Dynamic Opportunity A has low volatility with Treynor Ratio of -0.22, Maximum Drawdown of 2.67 and kurtosis of 7.74. However, we advice all investors to further analyze ACM Dynamic Opportunity A to make certain all market information is desiminated and is consistent with the current expectations about ACM Dynamic upside potential.
    
 Better Than Average     
    
 Worse Than Average Compare ACM Dynamic to competition
FundamentalsACM DynamicPeer Average
Price to Earning25.44 times7.60 times
Price to Book4.96 times1.04 times
Price to Sales3.43 times1.03 times
One Year Return(2.40) % 2.30 %
Minimum Initial Investment2 K8.09 M
Cash Position Weight28.25 % 14.48 %
Equity Positions Weight66.26 % 40.68 %
SellBuy
Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Currently Unavailable

Financial Leverage

Inapplicable
Risk Adjusted Performance0.073
Market Risk Adjusted Performance(0.21)
Mean Deviation0.3726
Semi Deviation0.6016
Downside Deviation0.8278
Coefficient Of Variation653.38
Standard Deviation0.5604
Variance0.314
Information Ratio0.113
Jensen Alpha0.0801
Total Risk Alpha0.0608
Sortino Ratio0.0765
Treynor Ratio(0.22)
Maximum Drawdown2.67
Value At Risk(0.31)
Potential Upside0.6854
Downside Variance0.6852
Semi Variance0.362
Expected Short fall(0.40)
Skewness(2.26)
Kurtosis7.74