The organization shows Beta (market volatility) of -0.0405 which signifies that as returns on market increase, returns on owning Allianz NFJ are expected to decrease at a much smaller rate. During bear market, Allianz NFJ is likely to outperform the market. Although it is extremely important to respect Allianz NFJ Small historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards foreseeing future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing Allianz NFJ Small technical indicators you can presently evaluate if the expected return of 0.0332% will be sustainable into the future.
Risk-Adjusted Fund Performance
Risk-Adjusted Fund PerformanceCompared to the overall equity markets, risk-adjusted returns on investments in Allianz NFJ Small Cap Value Fun are ranked lower than 1 (%) of all funds and portfolios of funds over the last 30 days. Inspite fairly strong basic indicators, Allianz NFJ is not utilizing all of its potentials. The current stock price disturbance, may contribute to short term losses for the investors.
|Fifty Two Week Low||13.93|
|Fifty Two Week High||23.18|
|Annual Report Expense Ratio||0.77%|
|Horizon||30 Days Login to change|
Allianz NFJ Small Relative Risk vs. Return LandscapeIf you would invest 1,686 in Allianz NFJ Small Cap Value Fun on September 19, 2019 and sell it today you would earn a total of 29.00 from holding Allianz NFJ Small Cap Value Fun or generate 1.72% return on investment over 30 days. Allianz NFJ Small Cap Value Fun is currently producing 0.0332% returns and takes up 1.154% volatility of returns over 30 trading days. Put another way, 10% of traded equities are less volatile than the company and 99% of traded equity instruments are likely to generate higher returns over the next 30 trading days.
Daily Expected Return (%)
Allianz NFJ Current Valuation
October 19, 2019
Allianz NFJ is not too volatile asset. Allianz NFJ Small shows prevailing Real Value of $16.94 per share. The current price of the fund is $17.03. At this time the entity appears to be fairly valued. We determine the value of Allianz NFJ Small from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor to go long with undervalued instruments and to trade away overvalued instruments since at some point assets prices and their ongoing real values will blend.
Allianz NFJ Market Risk Analysis
Sharpe Ratio = 0.0288
Allianz NFJ Relative Performance Indicators
Estimated Market Risk