Dimensional Emerg (Ireland) Manager Performance Evaluation

IE00B1W6DP85 -- Ireland Fund  

EUR 15.93  0.82  4.90%

The organization shows Beta (market volatility) of 0.0 which denotes to the fact that the returns on MARKET and Dimensional Emerg are completely uncorrelated. Although it is essential to pay attention to Dimensional Emerg Mkt historical returns, it is also good to be reasonable about what you can actually do with equity current trending patterns. Macroaxis philosophy towards predicting future performance of any fund is to look not only at its past charts but also at the business as a whole, including all available fundamental and technical indicators. To evaluate if Dimensional Emerg Mkt Targeted Val B expected return of 2.5738 will be sustainable into the future, we have found twenty-one different technical indicators which can help you to check if the expected returns are sustainable.
Horizon     30 Days    Login   to change

Dimensional Emerg Mkt Relative Risk vs. Return Landscape

If you would invest  1,593  in Dimensional Emerg Mkt Targeted Val B on October 18, 2018 and sell it today you would earn a total of  82.00  from holding Dimensional Emerg Mkt Targeted Val B or generate 5.15% return on investment over 30 days. Dimensional Emerg Mkt Targeted Val B is generating 2.5738% of daily returns and assumes 3.6398% volatility on return distribution over the 30 days horizon. Simply put, 32% of equities are less volatile than Dimensional Emerg Mkt Targeted Val B and 52% 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, Dimensional Emerg Mkt Targeted Val B is expected to generate 3.04 times more return on investment than the market. However, the company is 3.04 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 0.01 per unit of risk.

Dimensional Emerg Current Valuation

Not valued
November 17, 2018
15.93
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Dimensional Emerg is Unknown risk asset. Dimensional Emerg Mkt prevailing Real Value cannot be determined due to lack of data. The current price of Dimensional Emerg Mkt is €15.93. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of Dimensional Emerg Mkt from reviewing fund fundamentals and technical indicators as well as its 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.

Dimensional Emerg Market Risk Analysis

Sharpe Ratio = 0.7071
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Dimensional Emerg Relative Performance Indicators

Estimated Market Risk
 3.64
  actual daily
 
 68 %
of total potential
  
Expected Return
 2.57
  actual daily
 
 48 %
of total potential
  
Risk-Adjusted Return
 0.71
  actual daily
 
 47 %
of total potential
  
Based on monthly moving average Dimensional Emerg 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 Dimensional Emerg by adding it to a well-diversified portfolio.

Dimensional Emerg Performance Rating

Dimensional Emerg Mkt Targeted Val B Risk Adjusted Performance Analysis

47 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Dimensional Emerg Mkt Targeted Val B are ranked lower than 47 (%) of all funds and portfolios of funds over the last 30 days.

Dimensional Emerg Alerts

Equity Alerts and Improvement Suggestions

Dimensional Emerg is not yet fully synchronised with the market data
Dimensional Emerg appears to be very risky and stock price may revert if volatility continues
The fund generated three year return of -2.0%
Dimensional Emerg Mkt Targeted Val B retains 99.22% of its assets under management (AUM) in equities

Dimensional Emerg Performance Indicators

Dimensional Emerg Mkt Basic Price Performance Measures

Fifty Two Week Low12.9000
Fifty Two Week High12.9000
Annual Report Expense Ratio0.97%
Please also check Risk vs Return Analysis. Please also try Balance Of Power module to check stock momentum by analyzing balance of power indicator and other technical ratios.
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