AdvisorShares STAR Buy or Sell Recommendation

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

Time Horizon

Risk Tolerance

Execute Advice
AdvisorShares STAR Global Buy Write ETF -- USA Etf  

USD 30.89  0.28  0.90%

Given the investment horizon of 30 days, and your above average risk tolerance our recommendation regarding AdvisorShares STAR Global Buy Write ETF is 'Hold'.
For the selected time horizon AdvisorShares STAR Global Buy Write ETF has a risk adjusted performance of 0.0946, jensen alpha of 0.0526, total risk alpha of 0.1207, sortino ratio of 0.167 and treynor ratio of 0.35
Macroaxis buy, hold, or sell suggestion module can be used to complement AdvisorShares STAR buy, hold, or sell recommendation provided by average analyst sentiment. It analyzes the etf potential to grow using fundamental, technical, data market data available at the time. Please makes use of AdvisorShares STAR Number of Employees as well as the relationship between Three Year Return and Equity Positions Weight to make buy, hold, or sell decision on AdvisorShares STAR G.

Returns Distribution Density

Mean Return0.075808Value At Risk0.9
Potential Upside1.24Standard Deviation0.81
 Return Density 

AdvisorShares STAR Greeks

Alpha over DOW
Beta against DOW=0.19
Overall volatility
Information ratio =0.17

AdvisorShares STAR Volatility Alert

AdvisorShares STAR Global Buy Write ETF has low volatility with Treynor Ratio of -0.35, Maximum Drawdown of 3.14 and kurtosis of 1.69. However, we advice all investors to further analyze AdvisorShares STAR Global Buy Write ETF to make certain all market information is desiminated and is consistent with the current expectations about AdvisorShares STAR upside potential.
 Better Than Average     
 Worse Than Average Compare AdvisorShares STAR to competition
FundamentalsAdvisorShares STARPeer Average
Price to Earning18.65 times8.24 times
Price to Book2.38 times0.97 times
Price to Sales1.75 times0.72 times
One Year Return8.90 % (1.25) %
Three Year Return5.03 % 2.26 %
Five Year Return4.73 % 0.20 %
Net Asset16.99 M888.73 M
Equity Positions Weight77.92 % 49.22 %
Bond Positions Weight13.38 % 8.08 %


Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Risk Adjusted Performance0.0946
Market Risk Adjusted Performance0.34
Mean Deviation0.5615
Semi Deviation0.5024
Downside Deviation0.8169
Coefficient Of Variation1065.23
Standard Deviation0.8075
Information Ratio0.1689
Jensen Alpha0.0526
Total Risk Alpha0.1207
Sortino Ratio0.167
Treynor Ratio0.35
Maximum Drawdown3.14
Value At Risk0.90
Potential Upside1.24
Downside Variance0.6673
Semi Variance0.2524
Expected Short fall0.96