AXA Rosenberg (Ireland) Manager Performance Evaluation

IE0031069499 -- Ireland Fund  

EUR 69.40  0.66  0.96%

The organization owns Beta (Systematic Risk) of 0.0 which signifies that the returns on MARKET and AXA Rosenberg are completely uncorrelated. Although it is vital to follow to AXA Rosenberg Pac existing price patterns, it is good to be conservative about what you can actually do with the information regarding equity price 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. We have found twenty-one technical indicators for AXA Rosenberg which you can use to evaluate performance of the entity.
Horizon     30 Days    Login   to change

AXA Rosenberg Pac Relative Risk vs. Return Landscape

If you would invest  6,841  in AXA Rosenberg Pac ex Jap Sm Cp Alp B on October 20, 2018 and sell it today you would earn a total of  99.00  from holding AXA Rosenberg Pac ex Jap Sm Cp Alp B or generate 1.45% return on investment over 30 days. AXA Rosenberg Pac ex Jap Sm Cp Alp B is generating 0.7236% of daily returns and assumes 1.0233% volatility on return distribution over the 30 days horizon. Simply put, 9% of equities are less volatile than AXA Rosenberg Pac ex Jap Sm Cp Alp B and 87% 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, AXA Rosenberg Pac ex Jap Sm Cp Alp B is expected to generate 0.84 times more return on investment than the market. However, the company is 1.19 times less risky than the market. It trades about 0.71 of its potential returns per unit of risk. The DOW is currently generating roughly 0.01 per unit of risk.

AXA Rosenberg Current Valuation

Not valued
November 19, 2018
69.40
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
AXA Rosenberg is Unknown risk asset. AXA Rosenberg Pac latest Real Value cannot be determined due to lack of data. The recent price of AXA Rosenberg Pac is €69.4. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of AXA Rosenberg Pac from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor to invest in undervalued equities and to trade away overvalued equities since in the future instruments prices and their ongoing real values will grow together.

AXA Rosenberg Market Risk Analysis

Sharpe Ratio = 0.7071
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AXA Rosenberg Relative Performance Indicators

Estimated Market Risk
 1.02
  actual daily
 
 91 %
of total potential
  
Expected Return
 0.72
  actual daily
 
 13 %
of total potential
  
Risk-Adjusted Return
 0.71
  actual daily
 
 47 %
of total potential
  
Based on monthly moving average AXA Rosenberg is performing at about 47% 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 AXA Rosenberg by adding it to a well-diversified portfolio.

AXA Rosenberg Performance Rating

AXA Rosenberg Pac ex Jap Sm Cp Alp B Risk Adjusted Performance Analysis

47 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in AXA Rosenberg Pac ex Jap Sm Cp Alp B are ranked lower than 47 (%) of all funds and portfolios of funds over the last 30 days.

AXA Rosenberg Alerts

Equity Alerts and Improvement Suggestions

AXA Rosenberg Pac is not yet fully synchronised with the market data
The fund retains 98.95% of its assets under management (AUM) in equities

AXA Rosenberg Performance Indicators

AXA Rosenberg Pac Basic Price Performance Measures

Fifty Two Week Low66.9400
Fifty Two Week High66.9400
Annual Report Expense Ratio1.68%
Please also check Risk vs Return Analysis. Please also try Bollinger Bands module to use bollinger bands indicator to analyze target price for a given investing horizon.
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