Reaves Utility Buy or Sell Recommendation

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

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
Reaves Utility Income Fund -- USA Fund  

USD 34.12  0.3  0.89%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding Reaves Utility Income Fund is 'Hold'.
For the selected time horizon Reaves Utility Income Fund has a risk adjusted performance of 0.0985, jensen alpha of 0.0686, total risk alpha of (0.11), sortino ratio of (0.16) and treynor ratio of 0.7325
Macroaxis advice module can be used to complement Reaves Utility recommendation provided by average analyst sentiment. It analyzes the entity potential to grow using fundamental, technical, data market data available at the time. Please be advised to check Reaves Utility Income Number of Employees to validate our buy or sell recommendation.

Returns Distribution Density

Mean Return0.1Value At Risk0.66
Potential Upside0.87Standard Deviation0.52
 Return Density 
      Distribution 

Reaves Utility Greeks

α
Alpha over DOW
=0.068574
βBeta against DOW=0.13
σ
Overall volatility
=0.53
 IrInformation ratio =0.2

Reaves Utility Volatility Alert

Reaves Utility Income Fund exhibits relatively low volatility with skewness of -0.67 and kurtosis of 0.82. However, we advice investors to further investigate Reaves Utility Income Fund to make sure all market statistics is disseminated and is consistent with investors' estimations about Reaves Utility upside potential.
SellBuy
Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Currently Unavailable

Financial Leverage

Inapplicable
Risk Adjusted Performance0.0985
Market Risk Adjusted Performance0.7425
Mean Deviation0.3996
Semi Deviation0.4085
Downside Deviation0.6506
Coefficient Of Variation505.59
Standard Deviation0.5246
Variance0.2752
Information Ratio(0.2)
Jensen Alpha0.0686
Total Risk Alpha(0.11)
Sortino Ratio(0.16)
Treynor Ratio0.7325
Maximum Drawdown2.13
Value At Risk(0.66)
Potential Upside0.8745
Downside Variance0.4233
Semi Variance0.1669
Expected Short fall(0.47)
Skewness(0.67)
Kurtosis0.8223