The organization shows Beta (market volatility) of 0.0724 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 extremely important to respect BNY Mellon Japan historical returns, it is better to be realistic regarding the information on equity current trending patterns. The approach 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 BNY Mellon Japan technical indicators you can now evaluate if the expected return of 0.0% will be sustainable into the future.
|Horizon||30 Days Login to change|
BNY Mellon Japan Relative Risk vs. Return LandscapeIf you would invest 185.00 in BNY Mellon Japan Sm Cap Focus I EUR Hdg on January 24, 2019 and sell it today you would earn a total of 0.00 from holding BNY Mellon Japan Sm Cap Focus I EUR Hdg or generate 0.0% return on investment over 30 days. BNY Mellon Japan Sm Cap Focus I EUR Hdg is generating negative expected returns and assumes 0.0% volatility on return distribution over the 30 days horizon. Simply put, 0% of equities are less volatile than BNY Mellon and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
BNY Mellon Current Valuation
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 1.85. 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 = 0.0
Risk-Adjusted Fund PerformanceOver the last 30 days BNY Mellon Japan Sm Cap Focus I EUR Hdg has generated negative risk-adjusted returns adding no value to fund investors.
|Annual Report Expense Ratio||1.17%|