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

Investment Horizon

  

Risk Tolerance

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

USD 30.17  0.17  0.55%

Given the investment horizon of 30 days, and your above average risk tolerance our recommendation regarding AdvisorShares STAR Global Buy Write ETF is 'Strong Hold'.
For the selected time horizon AdvisorShares STAR Global Buy Write ETF has a risk adjusted performance of 0.011, jensen alpha of (0.004538), total risk alpha of (0.033833), sortino ratio of (0.046956) and treynor ratio of 0.0061
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 Return0.011224Value At Risk0.53
Potential Upside0.66Standard Deviation0.47
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Partnervest Advisory Services LlcFund Units513.8 K15.4 M

AdvisorShares STAR Greeks

α
Alpha over DOW
=0.004538
βBeta against DOW=0.2
σ
Overall volatility
=0.5
 IrInformation ratio =0.06

AdvisorShares STAR Volatility Alert

AdvisorShares STAR Global Buy Write ETF exhibits very low volatility with skewness of -0.41 and kurtosis of 1.3. However, we advise investors to further study AdvisorShares STAR Global Buy Write ETF technical indicators to make sure all market info is available and is reliable.
    
 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 Return13.43 % (1.25) %
Three Year Return4.96 % 2.26 %
Five Year Return4.54 % 0.2 %
Net Asset17.38 M888.73 M
Equity Positions Weight78.47 % 49.22 %
Bond Positions Weight13.7 % 8.08 %
SellBuy
Strong Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Inapplicable
Risk Adjusted Performance0.011
Market Risk Adjusted Performance0.0161
Mean Deviation0.3264
Semi Deviation0.4359
Downside Deviation0.5887
Coefficient Of Variation4191.43
Standard Deviation0.4704
Variance0.2213
Information Ratio(0.058762)
Jensen Alpha(0.004538)
Total Risk Alpha(0.033833)
Sortino Ratio(0.046956)
Treynor Ratio0.0061
Maximum Drawdown2.18
Value At Risk(0.53)
Potential Upside0.6648
Downside Variance0.3466
Semi Variance0.19
Expected Short fall(0.37)
Skewness(0.41)
Kurtosis1.3