Mediolanum (Ireland) Manager Performance Evaluation

F000001AAY -- Ireland Fund  

EUR 16.50  0.54  0.03%

The fund secures Beta (Market Risk) of 0.1831 which conveys that as returns on market increase, Mediolanum returns are expected to increase less than the market. However during bear market, the loss on holding Mediolanum will be expected to be smaller as well. Even though it is essential to pay attention to Mediolanum BB MS price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis philosophy towards estimating future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Mediolanum exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Mediolanum BB MS Relative Risk vs. Return Landscape

If you would invest  1,668  in Mediolanum BB MS Glbl Sel S A on December 19, 2018 and sell it today you would lose (18.00)  from holding Mediolanum BB MS Glbl Sel S A or give up 1.08% of portfolio value over 30 days. Mediolanum BB MS Glbl Sel S A is generating negative expected returns and assumes 0.623% volatility on return distribution over the 30 days horizon. Simply put, 5% of equities are less volatile than Mediolanum and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, Mediolanum is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 3.18 times less risky than the market. the firm trades about -0.58 of its potential returns per unit of risk. The DOW is currently generating roughly -0.01 of returns per unit of risk over similar time horizon.

Mediolanum Current Valuation

Not valued
January 18, 2019
16.50
Market Value
0.00
Real Value
Target Odds
Odds Odds
0.00
Upside
Mediolanum is Unknown risk asset. Mediolanum BB MS last-minute Real Value cannot be determined due to lack of data. The latest price of Mediolanum BB MS is €16.5. Based on Macroaxis valuation methodology, the organization cannot be evaluated at this time. We determine the value of Mediolanum BB MS from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend to purchase undervalued stocks and to get rid of overvalued stocks since at some point entities prices and their ongoing real values will merge together.

Mediolanum Market Risk Analysis

Sharpe Ratio = -0.5774
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Mediolanum Relative Performance Indicators

Estimated Market Risk
 0.62
  actual daily
 
 5 %
of total potential
 
5
Expected Return
 -0.36
  actual daily
 
 0 %
of total potential
 
0
Risk-Adjusted Return
 -0.58
  actual daily
 
 0 %
of total potential
 
0
Based on monthly moving average Mediolanum is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Mediolanum by adding it to a well-diversified portfolio.

Mediolanum Performance Rating

Mediolanum BB MS Glbl Sel S A Risk Adjusted Performance Analysis

0

Risk-Adjusted Fund Performance

Over the last 30 days Mediolanum BB MS Glbl Sel S A has generated negative risk-adjusted returns adding no value to fund investors.

Mediolanum Alerts

Equity Alerts and Improvement Suggestions

Mediolanum BB MS is not yet fully synchronised with the market data
Mediolanum BB MS generates negative expected return over the last 30 days
The fund retains about 17.56% of its assets under management (AUM) in cash

Mediolanum Performance Indicators

Mediolanum BB MS Basic Price Performance Measures

Fifty Two Week Low17.2250
Fifty Two Week High17.2250
Annual Report Expense Ratio4.09%
Additionally see Investing Opportunities. Please also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
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