Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding Amana Developing World Institutional is 'Hold'. Macroaxis provides Amana Developing buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding AMIDX positions. The advice algorithm takes into account all of Amana Developing World available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from AMIDX buy-and-hold prospective. Check also Amana Developing Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with the current analyst consensus. To check ratings for muliple equity instruments please use Instant Ratings tool.
For the selected time horizon Amana Developing World Institutional has a risk adjusted performance of (0.019989), jensen alpha of (0.00067269), total risk alpha of 0.1218, sortino ratio of 0.0 and treynor ratio of (0.20)We provide buy or sell advice to complement the prevailing expert consensus on Amana Developing World. Our dynamic recommendation engine makes use of multi - dimensional algorithm to analyze the fund potential to grow using all technical and fundamental data available at the time. Please makes use of Amana Developing Price to Earning, One Year Return as well as the relationship between One Year Return and Cash Position Weight to make buy, hold, or sell decision on Amana Developing World.
Odds of Distress
Amana Developing Returns Distribution Density
|Mean Return||0.01||Value At Risk||1.41|
|Potential Upside||1.44||Standard Deviation||0.99|
Amana Developing Greeks
|Alpha over DOW||=||0.0007|
|Beta against DOW||=||0.12|
Amana Developing Volatility Alert
Amana Developing World Institutional exhibits very low volatility with skewness of 0.27 and kurtosis of -0.43. However, we advise investors to further study Amana Developing World Institutional technical indicators to make sure all market info is available and is reliable.
|Better Than Average||Worse Than Average||Compare Amana Developing to competition|
Amana Developing Fundamental Vs Peers
|Fundamentals||Amana Developing||Peer Average|
|Price to Earning||22.59X||7.60X|
|Price to Book||3.38X||1.04X|
|Price to Sales||2.49X||1.03X|
|One Year Return||(3.02)%||2.30%|
|Three Year Return||(0.80)%||3.97%|
|Five Year Return||0.15%||1.27%|
|Minimum Initial Investment||100K||8.09M|
|Cash Position Weight||21.03%||14.48%|
|Equity Positions Weight||78.97%||40.68%|
Check also Amana Developing Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with the current analyst consensus. To check ratings for muliple equity instruments please use Instant Ratings tool. Please also try Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.