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 11.07  0.03  0.27%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding Global Strategist Portfolio CL is 'Strong Sell'.
For the selected time horizon Global Strategist Portfolio CL has a mean deviation of 0.2238, standard deviation of 0.2776, variance of 0.077, downside variance of 0.0619, semi variance of (0.062858) and expected short fall of (0.3)
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 Return0.091653Value At Risk0.27
Potential Upside0.55Standard Deviation0.28
 Return Density 
      Distribution 

Global Strategist Greeks

α
Alpha over DOW
=0.16
βBeta against DOW=0.3
σ
Overall volatility
=0.24
 IrInformation ratio =0.62

Global Strategist Volatility Alert

Global Strategist Portfolio CL exhibits very low volatility with skewness of 0.33 and kurtosis of -0.72. 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
Strong 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 Performance0.1497
Market Risk Adjusted Performance(0.26)
Mean Deviation0.2238
Downside Deviation0.2488
Coefficient Of Variation302.83
Standard Deviation0.2776
Variance0.077
Information Ratio(0.62)
Jensen Alpha0.1588
Total Risk Alpha(0.06646)
Sortino Ratio(0.69)
Treynor Ratio(0.27)
Maximum Drawdown0.9194
Value At Risk(0.27)
Potential Upside0.5464
Downside Variance0.0619
Semi Variance(0.062858)
Expected Short fall(0.3)
Skewness0.3297
Kurtosis(0.72)