KBI Instl (Ireland) Manager Performance Evaluation

IE00B5630V84 -- Ireland Fund  

EUR 18.76  0.26  1.37%

The entity secures Beta (Market Risk) of 0.0 which conveys that the returns on MARKET and KBI Instl are completely uncorrelated. Although it is extremely important to respect KBI Instl Water price patterns, it is better to be realistic regarding the information on equity historical price patterns. The approach towards estimating 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. By examining KBI Instl Water technical indicators you can right now evaluate if the expected return of 0.2271% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

KBI Instl Water Relative Risk vs. Return Landscape

If you would invest  1,820  in KBI Instl Water I EUR on July 19, 2018 and sell it today you would earn a total of  56.00  from holding KBI Instl Water I EUR or generate 3.08% return on investment over 30 days. KBI Instl Water I EUR is generating 0.2271% of daily returns and assumes 1.5119% volatility on return distribution over the 30 days horizon. Simply put, 13% of equities are less volatile than KBI Instl Water I EUR and 96% 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, KBI Instl Water I EUR is expected to generate 2.74 times more return on investment than the market. However, the company is 2.74 times more volatile than its market benchmark. It trades about 0.15 of its potential returns per unit of risk. The DOW is currently generating roughly 0.2 per unit of risk.

KBI Instl Current Valuation

Fairly Valued
August 18, 2018
18.76
Market Value
18.66
Real Value
Target Odds
  
23.19
Upside
KBI Instl is not too volatile asset. KBI Instl Water secures last-minute Real Value of €18.66 per share. The latest price of the fund is €18.76. At this time the entity appears to be fairly valued. We determine the value of KBI Instl Water from examining 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 in the future entities prices and their ongoing real values will merge together.

KBI Instl Market Risk Analysis

Sharpe Ratio = 0.1502
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KBI Instl Relative Performance Indicators

Estimated Market Risk
 1.51
  actual daily
 
 87 %
of total potential
  
Expected Return
 0.23
  actual daily
 
 4 %
of total potential
  
Risk-Adjusted Return
 0.15
  actual daily
 
 9 %
of total potential
  
Based on monthly moving average KBI Instl is performing at about 9% 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 KBI Instl by adding it to a well-diversified portfolio.

Performance Rating

KBI Instl Water I EUR Risk Adjusted Performance Analysis
9 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in KBI Instl Water I EUR are ranked lower than 9 (%) of all funds and portfolios of funds over the last 30 days.

KBI Instl Alerts

Equity Alerts and Improvement Suggestions
The fund retains 96.72% of its assets under management (AUM) in equities
Please also check Risk vs Return Analysis. Please also try Fundamental Analysis module to view fundamental data based on most recent published financial statements.