Glenmede Global Buy or Sell Recommendation

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

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
Glenmede Global Secured Options -- USA Fund  

USD 10.71  0.03  0.28%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding Glenmede Global Secured Options is 'Cautious Hold'.
For the selected time horizon Glenmede Global Secured Options has a mean deviation of 0.2289, semi deviation of 0.2435, standard deviation of 0.3076, variance of 0.0946, downside variance of 0.11 and semi variance of 0.0593
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 Return0.026063Value At Risk0.28
Potential Upside0.56Standard Deviation0.31
 Return Density 
      Distribution 

Glenmede Global Greeks

α
Alpha over DOW
=0.059261
βBeta against DOW=0.17
σ
Overall volatility
=0.28
 IrInformation ratio =0.77

Glenmede Global Volatility Alert

Glenmede Global Secured Options exhibits very low volatility with skewness of -0.19 and kurtosis of 0.78. However, we advise investors to further study Glenmede Global Secured Options technical indicators to make sure all market info is available and is reliable.
    
 Better Than Average     
    
 Worse Than Average Compare Glenmede Global to competition
FundamentalsGlenmede GlobalPeer Average
Price to Earning14.17 times7.6 times
Price to Book1.4 times1.04 times
Price to Sales0.89 times1.03 times
One Year Return(2.86) % 2.3 %
Three Year Return2.81 % 3.97 %
Net Asset10.8 M1.37 B
Last Dividend Paid0.031.05
Cash Position Weight3.79 % 14.48 %
Equity Positions Weight95.83 % 40.68 %
SellBuy
Cautious 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 Performance0.0348
Market Risk Adjusted Performance(0.084212)
Mean Deviation0.2289
Semi Deviation0.2435
Downside Deviation0.3316
Coefficient Of Variation1180.19
Standard Deviation0.3076
Variance0.0946
Information Ratio(0.77)
Jensen Alpha0.0593
Total Risk Alpha(0.15)
Sortino Ratio(0.72)
Treynor Ratio(0.094212)
Maximum Drawdown1.31
Value At Risk(0.28)
Potential Upside0.5623
Downside Variance0.11
Semi Variance0.0593
Expected Short fall(0.25)
Skewness(0.19)
Kurtosis0.7806