Davy Ethical (Ireland) Manager Performance Evaluation

F00000W960 -- Ireland Fund  

EUR 219.29  3.49  1.62%

The organization shows Beta (market volatility) of 0.2262 which denotes to the fact that as returns on market increase, Davy Ethical returns are expected to increase less than the market. However during bear market, the loss on holding Davy Ethical will be expected to be smaller as well.. Although it is vital to follow to Davy Ethical Equity historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending patterns. The philosophy towards 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. We have found twenty-one technical indicators for Davy Ethical Equity A EUR Acc which you can use to evaluate performance of the entity.
Horizon     30 Days    Login   to change

Davy Ethical Equity Relative Risk vs. Return Landscape

If you would invest  21,580  in Davy Ethical Equity A EUR Acc on August 23, 2018 and sell it today you would earn a total of  349.00  from holding Davy Ethical Equity A EUR Acc or generate 1.62% return on investment over 30 days. Davy Ethical Equity A EUR Acc is generating 0.8086% of daily returns and assumes 1.1435% volatility on return distribution over the 30 days horizon. Simply put, 10% of equities are less volatile than Davy Ethical Equity A EUR Acc and 85% 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, Davy Ethical Equity A EUR Acc is expected to generate 2.58 times more return on investment than the market. However, the company is 2.58 times more volatile than its market benchmark. It trades about 0.71 of its potential returns per unit of risk. The DOW is currently generating roughly 0.43 per unit of risk.

Davy Ethical Current Valuation

Not valued
September 22, 2018
219.29
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Davy Ethical is Unknown risk asset. Davy Ethical Equity prevailing Real Value cannot be determined due to lack of data. The current price of Davy Ethical Equity is €219.29. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. Macroaxis essentially computes value of Davy Ethical Equity from reviewing 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 at some point assets prices and their ongoing real values will submerge.

Davy Ethical Market Risk Analysis

Sharpe Ratio = 0.7071
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Davy Ethical Relative Performance Indicators

Estimated Market Risk
 1.14
  actual daily
 
 90 %
of total potential
  
Expected Return
 0.81
  actual daily
 
 15 %
of total potential
  
Risk-Adjusted Return
 0.71
  actual daily
 
 46 %
of total potential
  
Based on monthly moving average Davy Ethical is performing at about 46% 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 Davy Ethical by adding it to a well-diversified portfolio.

Davy Ethical Performance Rating

Davy Ethical Equity A EUR Acc Risk Adjusted Performance Analysis

46 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Davy Ethical Equity A EUR Acc are ranked lower than 46 (%) of all funds and portfolios of funds over the last 30 days.
Additionally see Investing Opportunities. Please also try Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
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