|NOVIX -- USA Fund|| |
USD 11.03 0.01 0.09%
Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding Glenmede Global Secured Options is 'Hold'
. Macroaxis provides Glenmede Global buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding NOVIX positions. The advice algorithm takes into account all of Glenmede Global Secured available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from NOVIX buy-and-hold prospective. Please see also Glenmede Global Analyst Recommendation
to compare Macroaxis Buy or Sell Recommendation with current analyst consensus.
For the selected time horizon Glenmede Global Secured Options has a risk adjusted performance of 0.0102, jensen alpha of 0.00434
, total risk alpha of 0.14
, sortino ratio of 0.19
and treynor ratio of 0.0051
This buy, hold, or sell suggestion tool can be used to cross verify current analyst consensus
on Glenmede Global and to analyze the fund potential to grow in the current economic cycle. Please utilize Glenmede Global Secured Options Number of Employees
and Cash Position Weight
to make buy, hold, or sell decision on Glenmede Global.
Returns Distribution Density
|Mean Return||0.010177||Value At Risk||1|
|Potential Upside||1.01||Standard Deviation||0.63|
Glenmede Global Greeks
Glenmede Global Volatility Alert
Glenmede Global Secured Options exhibits relatively low volatility with skewness of -0.39 and kurtosis of 0.62. However, we advice investors to further investigate Glenmede Global Secured Options to make sure all market statistics is disseminated and is consistent with investors' estimations about Glenmede Global upside potential.
Glenmede Global Fundamental Vs Peers