The entity shows Beta (market volatility) of 0.2393 which denotes to the fact that as returns on market increase, E I returns are expected to increase less than the market. However during bear market, the loss on holding E I will be expected to be smaller as well.. Although it is extremely important to respect E I Sturdza historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy in predicting 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 E I Sturdza technical indicators you can at this moment evaluate if the expected return of 0.0682% will be sustainable into the future.
|Horizon||30 Days Login to change|
E I Sturdza Relative Risk vs. Return LandscapeIf you would invest 57,187 in E I Sturdza Strgc US MomentumVal Ins on November 14, 2018 and sell it today you would earn a total of 117.00 from holding E I Sturdza Strgc US MomentumVal Ins or generate 0.2% return on investment over 30 days. E I Sturdza Strgc US MomentumVal Ins is generating 0.0682% of daily returns and assumes 0.1181% volatility on return distribution over the 30 days horizon. Simply put, 1% of equities are less volatile than E I Sturdza Strgc US MomentumVal Ins and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
E I Current Valuation
December 14, 2018
E I is Unknown risk asset. E I Sturdza prevailing Real Value cannot be determined due to lack of data. The current price of E I Sturdza is $573.04. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. Macroaxis generally computes value of E I Sturdza from analyzing the entity technical indicators and Probability Of Bankruptcy. In general, we advise to go long with undervalued instruments and to sell out overvalued instruments since sooner or later assets prices and their ongoing real values will submerge.
E I Market Risk Analysis
Sharpe Ratio = 0.5774
E I Relative Performance Indicators
Estimated Market Risk
Risk-Adjusted Fund PerformanceCompared to the overall equity markets, risk-adjusted returns on investments in E I Sturdza Strgc US MomentumVal Ins are ranked lower than 38 (%) of all funds and portfolios of funds over the last 30 days.
|E I Sturdza is not yet fully synchronised with the market data|
|Annual Report Expense Ratio||1.59%|