The entity retains Market Volatility (i.e. Beta) of 0.6 which attests that as returns on market increase, INTECH returns are expected to increase less than the market. However during bear market, the loss on holding INTECH will be expected to be smaller as well.. Even though it is essential to pay attention to INTECH International S
current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis approach towards determining future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators
. INTECH International S exposes twenty-one different technical indicators which can help you to evaluate its performance.
Relative Risk vs. Return Landscape
If you would invest 903
in INTECH International S on November 6, 2013
and sell it today you would earn a total of 7.00
from holding INTECH International S or generate 0.78%
return on investment over 30
days. INTECH International S is currently producing negative expected returns and takes up 0.52% volatility of returns over 30 trading days. Put another way, 5% of traded equities are less volatile than the company and 99% 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 under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.08 times less risky than the market. the firm trades about -0.04 of its potential returns per unit of risk. The S&P 500 is currently generating roughly 0.07 of returns per unit of risk over similar time horizon.
Manager Realized Returns
Mr. Runnels joined INTECH in June of 1998 from QED Information Systems a software development company providing portfolio management and investment accounting systems. Mr. Runnels spent six years prior to that in portfolio management for the Tennessee Consolidated Retirement System in their fixed income investment division. Mr. Runnels holds a B.S. in Business Administration from Murray State University. Mr. Runnels has earned the right to use the Chartered Financial Analyst designation.. . The fund invests primarily in common stocks from the universe of the MSCI EAFE? Index, utilizing INTECH's mathematical investment process
INTECH Price to Book
Based on latest financial disclosure the price to book indicator of INTECH International S is roughly 1.63 times. This is 9.44% lower than that of Janus family, and 4.97% higher than that of Foreign Large Blend
category, The Price to Book for all funds is 73.4% 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 23.21%. This is 85.24% higher than that of Janus family, and 47.67% higher than that of Foreign Large Blend
category, The Year to Date Return for all funds is 356.89% 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.