ClaymoreDelta Global Buy or Sell Recommendation

Macroaxis provides ClaymoreDelta Global Shipping buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding ClaymoreDelta Global positions. The advice algorithm takes into account all of ClaymoreDelta Global Shipping available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from ClaymoreDelta Global buy-and-hold prospective. Also please take a look at ClaymoreDelta Global Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Time Horizon

Risk Tolerance

Symbol
Execute Advice
ClaymoreDelta Global Shipping -- USA Etf  

USD 12.03  0.11  0.91%

Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding ClaymoreDelta Global Shipping is 'Cautious Hold'.
For the selected time horizon ClaymoreDelta Global Shipping has a mean deviation of 0.6397, semi deviation of 0.517, standard deviation of 0.9264, variance of 0.8582, downside variance of 1.18 and semi variance of 0.2673
This buy or sell advice tool can be used to cross verify current analyst consensus on ClaymoreDelta Global and to analyze the etf potential to grow in the current economic cycle. Please makes use of ClaymoreDelta Global Price to Sales and One Year Return to make buy, hold, or sell decision on ClaymoreDelta Global.

Returns Distribution Density

Mean Return0.26Value At Risk0.91
Potential Upside1.81Standard Deviation0.93
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Amp Capital Investors LtdFund Units1.5 M17.3 M
Wolverine Trading LlcPut Options14.2 K168 K

ClaymoreDelta Global Greeks

α
Alpha over DOW
=0.36
β
Beta against DOW=0.45
σ
Overall volatility
=0.92
Ir
Information ratio =0.0316

ClaymoreDelta Global Volatility Alert

ClaymoreDelta Global Shipping has relatively low volatility with skewness of -0.07 and kurtosis of 1.24. However, we advise all investors to independently investigate ClaymoreDelta Global Shipping to ensure market all accessible information is consistent with the expectations about its upside potential and future risk-adjusted return.
    
 Better Than Average     
    
 Worse Than Average Compare ClaymoreDelta Global to competition
FundamentalsClaymoreDelta GlobalPeer Average
Price to Earning11.15 times8.24 times
Price to Book0.91 times0.97 times
Price to Sales0.83 times0.72 times
One Year Return77.62 % (1.25) %
Net Asset131.34 M888.73 M
Equity Positions Weight100 % 49.22 %
SellBuy
Cautious Hold

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Inapplicable
Risk Adjusted Performance0.1169
Market Risk Adjusted Performance(0.56)
Mean Deviation0.6397
Semi Deviation0.517
Downside Deviation1.09
Coefficient Of Variation349.71
Standard Deviation0.9264
Variance0.8582
Information Ratio0.0316
Jensen Alpha0.3564
Total Risk Alpha(0.28)
Sortino Ratio0.0269
Treynor Ratio(0.57)
Maximum Drawdown3.59
Value At Risk(0.91)
Potential Upside1.81
Downside Variance1.18
Semi Variance0.2673
Expected Short fall(0.71)
Skewness(0.072647)
Kurtosis1.24