Guggenheim Multi-Factor Buy or Sell Recommendation

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

Time Horizon

Risk Tolerance

Symbol
Execute Advice
Guggenheim Multi-Factor Large Cap -- USA Etf  

USD 28.38  0.29  1.03%

Given the investment horizon of 30 days, and your above average risk tolerance our recommendation regarding Guggenheim Multi-Factor Large Cap is 'Strong Buy'.
For the selected time horizon Guggenheim Multi-Factor Large Cap has a risk adjusted performance of 0.1701, jensen alpha of 0.206, total risk alpha of (0.083657), sortino ratio of 0.0 and treynor ratio of 2.76
Macroaxis buy or sell recommendations module can be used to complement current analysts and expert consensus on Guggenheim Multi-Factor Large Cap. Our buy, hold, or sell recommendation engine utilizes analyzes the organization potential to grow using all fundamental data market data available at the time. Please check out Guggenheim Multi-Factor Total Asset to decide if your Guggenheim Multi-Factor buy or sell deciscion is justified.

Returns Distribution Density

Mean Return0.23Value At Risk0.46
Potential Upside1.25Standard Deviation0.62
 Return Density 
      Distribution 

Guggenheim Multi-Factor Greeks

α
Alpha over DOW
=0.21
β
Beta against DOW=0.0812
σ
Overall volatility
=0.63
Ir
Information ratio =0.0064

Guggenheim Multi-Factor Volatility Alert

Guggenheim Multi-Factor Large Cap exhibits very low volatility with skewness of 1.55 and kurtosis of 2.62. However, we advise investors to further study Guggenheim Multi-Factor Large Cap technical indicators to make sure all market info is available and is reliable.
    
 Better Than Average     
    
 Worse Than Average Compare Guggenheim Multi-Factor to competition
FundamentalsGuggenheim Multi-FactorPeer Average
Net Asset1.35 M888.73 M
Equity Positions Weight99.49 % 49.22 %
SellBuy
Strong Buy

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Inapplicable
Risk Adjusted Performance0.1701
Market Risk Adjusted Performance2.77
Mean Deviation0.4443
Coefficient Of Variation264.41
Standard Deviation0.6184
Variance0.3824
Information Ratio0.0064
Jensen Alpha0.206
Total Risk Alpha(0.083657)
Treynor Ratio2.76
Maximum Drawdown2.07
Value At Risk(0.46)
Potential Upside1.25
Skewness1.55
Kurtosis2.62