Relative Risk vs. Return Landscape
If you would invest 837
in INTECH International S on April 20, 2013
and sell it today you would earn a total of 37.00
from holding INTECH International S or generate 4.42%
return on investment over 30
days. INTECH International S is currently producing 0.3% returns and takes up 0.76% volatility of returns over 30 trading days. Put another way, 10% of traded equities are less volatile than the company and 83% of traded equity instruments are likely to generate higher returns over the next 30 trading days.
Daily Expected Return (%)
Assuming 30 trading days horizon, INTECH International S is expected to generate 1.1 times less return on investment than the market. In addition to that, the company is 1.36 times more volatile than its market benchmark. It trades about 0.39 of its total potential returns per unit of risk. The S&P 500 is currently generating roughly 0.59 per unit of volatility.
INTECH Price to Book
Based on latest financial disclosure the price to book indicator of INTECH International S is roughly 1.22 times. This is 35.45% lower than that of Janus family, and 21.72% lower than that of Foreign Large Blend
category, The Price to Book for all funds is 17.31% lower than the firm.
Price to Book ratio is mostly used in financial services industries where assets and liabilities are typically represented by dollars. Although low Price to Book ratio generally implies that the firm is undervalued, it is often a good indicator that the company may be in financial or managerial distress and should be investigated more carefully.
INTECH Year to Date Return
INTECH International S has Year to Date Return of 5.7%. This is 37.35% higher than that of Janus family, and 36.41% higher than that of Foreign Large Blend
category, The Year to Date Return for all funds is 88.12% lower than the firm.
Year-To-Date typically refers to a period starting from the beginning of the current year, and continuing up to the present day. Investors should becareful when comparing YTD ratios if not much of the year has occurred as research shows that YTD measures are more sensitive to early periods than late.
INTECH Price to Earning vs Price to Book
INTECH International S is rated below average
in price to earning among similar funds. It is rated below average
in price to book among similar funds fabricating about 0.10
of Price to Book per Price to Earning. The ratio of Price to Earning to Price to Book for INTECH International S is roughly 9.74