The entity has beta of -0.1008 which indicates as returns on market increase, returns on owning Tokio Marine are expected to decrease at a much smaller rate. During bear market, Tokio Marine is likely to outperform the market. . Although it is extremely important to respect Tokio Marine Japanese current price movements, it is better to be realistic regarding the information on equity historical returns. The philosophy towards measuring 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 inspecting Tokio Marine Japanese technical indicators you can presently evaluate if the expected return of 0.0% will be sustainable into the future.
|Horizon||30 Days Login to change|
Tokio Marine Japanese Relative Risk vs. Return LandscapeIf you would invest 10,890 in Tokio Marine Japanese Equity Focus M Hdg on December 18, 2018 and sell it today you would earn a total of 0.00 from holding Tokio Marine Japanese Equity Focus M Hdg or generate 0.0% return on investment over 30 days. Tokio Marine Japanese Equity Focus M 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 Tokio Marine Japanese and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
Daily Expected Return (%)
Tokio Marine Current Valuation
Tokio Marine is Unknown risk asset. Tokio Marine Japanese current Real Value cannot be determined due to lack of data. The regular price of Tokio Marine Japanese is $108.9. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. We determine the value of Tokio Marine Japanese from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend to buy undervalued stocks and to dispose of overvalued stocks since at some point securities prices and their ongoing real values will draw towards each other.
Tokio Marine Market Risk Analysis
Sharpe Ratio = 0.0
Risk-Adjusted Fund PerformanceOver the last 30 days Tokio Marine Japanese Equity Focus M Hdg has generated negative risk-adjusted returns adding no value to fund investors.