Muzinich Glbl (Ireland) Manager Performance Evaluation

IE00BF5S8N25 -- Ireland Fund  

GBp 9,721  20.00  0.21%

The fund secures Beta (Market Risk) of -0.4039 which conveys that as returns on market increase, returns on owning Muzinich Glbl are expected to decrease at a much smaller rate. During bear market, Muzinich Glbl is likely to outperform the market.. Although it is extremely important to respect Muzinich Glbl Tctl 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 Muzinich Glbl Tctl technical indicators you can presently evaluate if the expected return of 0.0081% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

Muzinich Glbl Tctl Relative Risk vs. Return Landscape

If you would invest  971,400  in Muzinich Glbl Tctl Crdt Hgd GBP on June 21, 2018 and sell it today you would earn a total of  700.00  from holding Muzinich Glbl Tctl Crdt Hgd GBP or generate 0.07% return on investment over 30 days. Muzinich Glbl Tctl Crdt Hgd GBP is generating 0.0081% of daily returns and assumes 0.1582% volatility on return distribution over the 30 days horizon. Simply put, 1% of equities are less volatile than Muzinich Glbl Tctl Crdt Hgd GBP 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, Muzinich Glbl Tctl Crdt Hgd GBP is expected to generate 10.83 times less return on investment than the market. But when comparing it to its historical volatility, the company is 3.7 times less risky than the market. It trades about 0.05 of its potential returns per unit of risk. The DOW is currently generating roughly 0.15 of returns per unit of risk over similar time horizon.

Muzinich Glbl Current Valuation

Over Valued
July 21, 2018
9,721
Market Value
9,235
Real Value
Target Odds
  
10,693
Upside
Muzinich Glbl is not too risky asset. Muzinich Glbl Tctl secures last-minute Real Value of p;9234.95 per share. The latest price of the fund is p;9721.0. At this time the organization appears to be over valued. We determine the value of Muzinich Glbl Tctl 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.

Muzinich Glbl Market Risk Analysis

Sharpe Ratio = 0.0513
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Muzinich Glbl Relative Performance Indicators

Estimated Market Risk
 0.16
  actual daily
 
 99 %
of total potential
  
Expected Return
 0.01
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.05
  actual daily
 
 3 %
of total potential
  
Based on monthly moving average Muzinich Glbl is performing at about 3% 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 Muzinich Glbl by adding it to a well-diversified portfolio.

Performance Rating

Muzinich Glbl Tctl Crdt Hgd GBP Risk Adjusted Performance Analysis
3 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Muzinich Glbl Tctl Crdt Hgd GBP are ranked lower than 3 (%) of all funds and portfolios of funds over the last 30 days.

Muzinich Glbl Alerts

Equity Alerts and Improvement Suggestions
The fund retains about 7.62% of its assets under management (AUM) in cash
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