Mediolanum (Ireland) Manager Performance Evaluation

IE00B3BF0P92 -- Ireland Fund  

EUR 11.95  0.04  0.33%

The fund secures Beta (Market Risk) of 0.0 which conveys that the returns on MARKET and Mediolanum are completely uncorrelated. Even though it is essential to pay attention to Mediolanum Bb Premium price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis philosophy towards estimating 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. Mediolanum exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Mediolanum Bb Premium Relative Risk vs. Return Landscape

If you would invest  1,196  in Mediolanum Bb Premium Coupon Cllctn SHC on September 17, 2018 and sell it today you would lose (1.00)  from holding Mediolanum Bb Premium Coupon Cllctn SHC or give up 0.08% of portfolio value over 30 days. Mediolanum Bb Premium Coupon Cllctn SHC is generating negative expected returns and assumes 0.3231% volatility on return distribution over the 30 days horizon. Simply put, 2% of equities are less volatile than Mediolanum Bb Premium Coupon Cllctn SHC 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, Mediolanum Bb Premium Coupon Cllctn SHC is expected to generate 0.31 times more return on investment than the market. However, the company is 3.27 times less risky than the market. It trades about -0.04 of its potential returns per unit of risk. The DOW is currently generating roughly -0.05 per unit of risk.

Mediolanum Current Valuation

Not valued
October 17, 2018
11.95
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Mediolanum is Unknown risk asset. Mediolanum Bb Premium last-minute Real Value cannot be determined due to lack of data. The latest price of Mediolanum Bb Premium is €11.95. Based on Macroaxis valuation methodology, the organization cannot be evaluated at this time. We determine the value of Mediolanum Bb Premium from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend to purchase undervalued stocks and to get rid of overvalued stocks since at some point entities prices and their ongoing real values will merge together.

Mediolanum Market Risk Analysis

Sharpe Ratio = -0.0418
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Negative ReturnsIE00B3BF0P92

Mediolanum Relative Performance Indicators

Estimated Market Risk
 0.32
  actual daily
 
 98 %
of total potential
  
Expected Return
 -0.01
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.04
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Mediolanum 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 Mediolanum by adding it to a well-diversified portfolio.

Mediolanum Performance Rating

Mediolanum Bb Premium Coupon Cllctn SHC Risk Adjusted Performance Analysis

0 

Risk-Adjusted Fund Performance

Over the last 30 days Mediolanum Bb Premium Coupon Cllctn SHC has generated negative risk-adjusted returns adding no value to fund investors.

Mediolanum Alerts

Equity Alerts and Improvement Suggestions

Mediolanum is not yet fully synchronised with the market data
Mediolanum generates negative expected return over the last 30 days
The fund retains about 30.1% of its assets under management (AUM) in cash
Please also check Risk vs Return Analysis. Please also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
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