Global Strategist Buy or Sell Recommendation

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

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
Global Strategist Portfolio CL -- USA Fund  

USD 10.87  0.01  0.09%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding Global Strategist Portfolio CL is 'Sell'.
For the selected time horizon Global Strategist Portfolio CL has a mean deviation of 0.1812, standard deviation of 0.2175, variance of 0.0473, downside variance of 0.0503, semi variance of (0.021005) and expected short fall of (0.27)
This buy, hold, or sell suggestion tool can be used to cross verify current analyst consensus on Global Strategist and to analyze the fund potential to grow in the current economic cycle.

Returns Distribution Density

Mean Return0.05Value At Risk-0.3704
Potential Upside0.3704Standard Deviation0.2175
 Return Density 
      Distribution 

Global Strategist Greeks

α
Alpha over DOW
=(0.005782) 
βBeta against DOW= 0.34 
σ
Overall volatility
= 0.21 
 IrInformation ratio =(0.4) 

Global Strategist Volatility Alert

Global Strategist Portfolio CL exhibits very low volatility with skewness of -0.23 and kurtosis of -0.64. However, we advise investors to further study Global Strategist Portfolio CL technical indicators to make sure all market info is available and is reliable.
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 Performance0.0484
Market Risk Adjusted Performance0.117
Mean Deviation0.1812
Downside Deviation0.2243
Coefficient Of Variation467.89
Standard Deviation0.2175
Variance0.0473
Information Ratio(0.4)
Jensen Alpha(0.005782)
Total Risk Alpha(0.081345)
Sortino Ratio(0.39)
Treynor Ratio0.107
Maximum Drawdown0.7428
Value At Risk(0.37)
Potential Upside0.3704
Downside Variance0.0503
Semi Variance(0.021005)
Expected Short fall(0.27)
Skewness(0.23)
Kurtosis(0.64)