AXA Rosenberg (Ireland) Manager Performance Evaluation

IE0031069499 -- Ireland Fund  

EUR 78.38  2.79  3.69%

The organization owns Beta (Systematic Risk) of 0.0 which signifies that the returns on MARKET and AXA Rosenberg are completely uncorrelated. Even though it is essential to pay attention to AXA Rosenberg Pac existing price patterns, it is always good to be careful when utilizing equity price patterns. Macroaxis approach towards foreseeing future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. AXA Rosenberg exposes twenty-one different technical indicators which can help you to evaluate its performance.
 Time Horizon     30 Days    Login   to change

AXA Rosenberg Pac Relative Risk vs. Return Landscape

If you would invest  8,087  in AXA Rosenberg Pac ex Jap Sm Cp Alp B on June 18, 2018 and sell it today you would lose (249.00)  from holding AXA Rosenberg Pac ex Jap Sm Cp Alp B or give up 3.08% of portfolio value over 30 days. AXA Rosenberg Pac ex Jap Sm Cp Alp B is generating negative expected returns and assumes 1.86% volatility on return distribution over the 30 days horizon. Simply put, 17% of equities are less volatile than AXA Rosenberg Pac ex Jap Sm Cp Alp B and 99% 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 under-perform the market. In addition to that, the company is 2.96 times more volatile than its market benchmark. It trades about -0.13 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.03 per unit of volatility.

AXA Rosenberg Current Valuation

Fairly Valued
July 18, 2018
78.38
Market Value
78.27
Real Value
Target Odds
  
83.85
Upside
AXA Rosenberg is not too risky asset. AXA Rosenberg Pac owns latest Real Value of €78.27 per share. The recent price of the fund is €78.38. At this time the entity appears to be fairly valued. 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 = -0.1314
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AXA Rosenberg Relative Performance Indicators

Estimated Market Risk
 1.86
  actual daily
 
 83 %
of total potential
  
Expected Return
 -0.24
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.13
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average AXA Rosenberg is performing at about 0% 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.

Performance Rating

AXA Rosenberg Pac ex Jap Sm Cp Alp B Risk Adjusted Performance Analysis
0 

Risk-Adjusted Fund Performance

Over the last 30 days AXA Rosenberg Pac ex Jap Sm Cp Alp B has generated negative risk-adjusted returns adding no value to fund investors.

AXA Rosenberg Alerts

Equity Alerts and Improvement Suggestions
AXA Rosenberg Pac generates negative expected return over the last 30 days
The fund retains 98.95% of its assets under management (AUM) in equities
Please also check Risk vs Return Analysis. Please also try Money Flow Index module to determine momentum by analyzing money flow index and other technical indicators.