BNY Mellon (Ireland) Manager Performance Evaluation

F00000S937 -- Ireland Fund  

EUR 2.10  0.03  1.45%

The organization shows Beta (market volatility) of 0.3624 which signifies that as returns on market increase, BNY Mellon returns are expected to increase less than the market. However during bear market, the loss on holding BNY Mellon will be expected to be smaller as well.. Although it is vital to follow to BNY Mellon Japan historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending patterns. Macroaxis approach towards foreseeing future performance of any fund is to look not only at its past charts but also at the business as a whole, including all fundamental and technical indicators. To evaluate if BNY Mellon Japan Sm Cap Focus I EUR Hdg expected return of 1.4925 will be sustainable into the future, we have found twenty-one different technical indicators which can help you to check if the expected returns are sustainable.
Horizon     30 Days    Login   to change

BNY Mellon Japan Relative Risk vs. Return Landscape

If you would invest  201.00  in BNY Mellon Japan Sm Cap Focus I EUR Hdg on August 20, 2018 and sell it today you would earn a total of  9.00  from holding BNY Mellon Japan Sm Cap Focus I EUR Hdg or generate 4.48% return on investment over 30 days. BNY Mellon Japan Sm Cap Focus I EUR Hdg is generating 1.4925% of daily returns and assumes 2.5851% volatility on return distribution over the 30 days horizon. Simply put, 23% of equities are less volatile than BNY Mellon Japan Sm Cap Focus I EUR Hdg and 72% 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, BNY Mellon Japan Sm Cap Focus I EUR Hdg is expected to generate 6.65 times more return on investment than the market. However, the company is 6.65 times more volatile than its market benchmark. It trades about 0.58 of its potential returns per unit of risk. The DOW is currently generating roughly 0.23 per unit of risk.

BNY Mellon Current Valuation

Not valued
September 19, 2018
2.10
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
BNY Mellon is Unknown risk asset. BNY Mellon Japan prevailing Real Value cannot be determined due to lack of data. The current price of BNY Mellon Japan is €2.1. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of BNY Mellon Japan 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 future time assets prices and their ongoing real values will blend.

BNY Mellon Market Risk Analysis

Sharpe Ratio = 0.5774
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BNY Mellon Relative Performance Indicators

Estimated Market Risk
 2.59
  actual daily
 
 77 %
of total potential
  
Expected Return
 1.49
  actual daily
 
 28 %
of total potential
  
Risk-Adjusted Return
 0.58
  actual daily
 
 38 %
of total potential
  
Based on monthly moving average BNY Mellon is performing at about 38% 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 BNY Mellon by adding it to a well-diversified portfolio.

BNY Mellon Performance Rating

BNY Mellon Japan Sm Cap Focus I EUR Hdg Risk Adjusted Performance Analysis

38 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in BNY Mellon Japan Sm Cap Focus I EUR Hdg are ranked lower than 38 (%) of all funds and portfolios of funds over the last 30 days.

BNY Mellon Alerts

Equity Alerts and Improvement Suggestions

The fund retains 96.96% of its assets under management (AUM) in equities
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