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 10.51  0.01  0.1%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding Glenmede Global Secured Options is 'Sell'.
For the selected time horizon Glenmede Global Secured Options has a mean deviation of 0.087, standard deviation of 0.1046, variance of 0.0109, downside variance of 0.011, semi variance of (0.032755) and expected short fall of (0.12)
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 Equity Positions Weight to make buy, hold, or sell decision on Glenmede Global.

Returns Distribution Density

Mean Return0.03Value At Risk-0.096
Potential Upside0.1921Standard Deviation0.1046
 Return Density 
      Distribution 

Glenmede Global Greeks

α
Alpha over DOW
= 0.00045489 
βBeta against DOW= 0.2 
σ
Overall volatility
= 0.1 
 IrInformation ratio =(0.95) 

Glenmede Global Volatility Alert

Glenmede Global Secured Options exhibits very low volatility with skewness of 0.38 and kurtosis of -0.04. 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 Asset10.78 M1.37 B
Cash Position Weight5.77 % 14.48 %
Equity Positions Weight94.23 % 40.68 %
SellBuy
Sell

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Currently Unavailable

Financial Leverage

Inapplicable
Risk Adjusted Performance0.0642
Market Risk Adjusted Performance0.1362
Mean Deviation0.087
Downside Deviation0.1049
Coefficient Of Variation300.78
Standard Deviation0.1046
Variance0.0109
Information Ratio(0.95)
Jensen Alpha5.0E-4
Total Risk Alpha(0.031901)
Sortino Ratio(0.94)
Treynor Ratio0.1262
Maximum Drawdown0.2865
Value At Risk(0.096)
Potential Upside0.1921
Downside Variance0.011
Semi Variance(0.032755)
Expected Short fall(0.12)
Skewness0.3803
Kurtosis(0.039797)