Mediolanum (Ireland) Manager Performance Evaluation

IE00B94H8N85 -- Ireland Fund  

EUR 5.35  0.08  1.47%

The fund secures Beta (Market Risk) of -0.0132 which conveys that as returns on market increase, returns on owning Mediolanum are expected to decrease at a much smaller rate. During bear market, Mediolanum is likely to outperform the market.. Although it is extremely important to respect Mediolanum BB Infras price patterns, it is better to be realistic regarding the information on equity historical price patterns. The philosophy 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 analyzing Mediolanum BB Infras technical indicators you can presently evaluate if the expected return of 0.0104% will be sustainable into the future.
Horizon     30 Days    Login   to change

Mediolanum BB Infras Relative Risk vs. Return Landscape

If you would invest  535.00  in Mediolanum BB Infrastructure Oppo Col LB on September 20, 2018 and sell it today you would earn a total of  0.00  from holding Mediolanum BB Infrastructure Oppo Col LB or generate 0.0% return on investment over 30 days. Mediolanum BB Infrastructure Oppo Col LB is generating 0.0104% of daily returns and assumes 1.608% volatility on return distribution over the 30 days horizon. Simply put, 14% of equities are less volatile than Mediolanum BB Infrastructure Oppo Col LB 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 Infrastructure Oppo Col LB is expected to generate 1.51 times more return on investment than the market. However, the company is 1.51 times more volatile than its market benchmark. It trades about 0.01 of its potential returns per unit of risk. The DOW is currently generating roughly -0.15 per unit of risk.

Mediolanum Current Valuation

Not valued
October 20, 2018
5.35
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Mediolanum is Unknown risk asset. Mediolanum BB Infras last-minute Real Value cannot be determined due to lack of data. The latest price of Mediolanum BB Infras is €5.35. Based on Macroaxis valuation methodology, the organization cannot be evaluated at this time. We determine the value of Mediolanum BB Infras 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 = 0.0065
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Mediolanum Relative Performance Indicators

Estimated Market Risk
 1.61
  actual daily
 
 86 %
of total potential
  
Expected Return
 0.01
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.01
  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 Infrastructure Oppo Col LB Risk Adjusted Performance Analysis

0 

Risk-Adjusted Fund Performance

Over the last 30 days Mediolanum BB Infrastructure Oppo Col LB has generated negative risk-adjusted returns adding no value to fund investors.

Mediolanum Alerts

Equity Alerts and Improvement Suggestions

Mediolanum BB Infras is not yet fully synchronised with the market data
The fund retains about 7.74% of its assets under management (AUM) in cash

Mediolanum Performance Indicators

Mediolanum BB Infras Basic Price Performance Measures

Fifty Two Week Low5.1700
Fifty Two Week High5.1700
Annual Report Expense Ratio0.00%
Please also check Risk vs Return Analysis. Please also try Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
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