Northern Trust (Ireland) Manager Performance Evaluation

IE00BRYG9J40 -- Ireland Fund  

EUR 10.39  0.01  0.1%

The fund secures Beta (Market Risk) of 0.3306 which conveys that as returns on market increase, Northern Trust returns are expected to increase less than the market. However during bear market, the loss on holding Northern Trust will be expected to be smaller as well.. Although it is vital to follow to Northern Trust Euro price patterns, it is good to be conservative about what you can actually do with the information regarding 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 Northern Trust Euro technical indicators you can presently evaluate if the expected return of 0.3523% will be sustainable into the future.
 Time Horizon     30 Days    Login   to change

Northern Trust Euro Relative Risk vs. Return Landscape

If you would invest  1,021  in Northern Trust Euro Fundamental Idx A on June 23, 2018 and sell it today you would earn a total of  18.00  from holding Northern Trust Euro Fundamental Idx A or generate 1.76% return on investment over 30 days. Northern Trust Euro Fundamental Idx A is generating 0.3523% of daily returns and assumes 0.735% volatility on return distribution over the 30 days horizon. Simply put, 6% of equities are less volatile than Northern Trust Euro Fundamental Idx A and 94% 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, Northern Trust Euro Fundamental Idx A is expected to generate 1.44 times more return on investment than the market. However, the company is 1.44 times more volatile than its market benchmark. It trades about 0.48 of its potential returns per unit of risk. The DOW is currently generating roughly 0.23 per unit of risk.

Northern Trust Current Valuation

Not valued
July 23, 2018
10.39
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
Northern Trust is Unknown risk asset. Northern Trust Euro last-minute Real Value cannot be determined due to lack of data. The latest price of Northern Trust Euro is €10.39. Based on Macroaxis valuation methodology, the organization cannot be evaluated at this time. We determine the value of Northern Trust Euro 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.

Northern Trust Market Risk Analysis

Sharpe Ratio = 0.4792
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Northern Trust Relative Performance Indicators

Estimated Market Risk
 0.74
  actual daily
 
 94 %
of total potential
  
Expected Return
 0.35
  actual daily
 
 6 %
of total potential
  
Risk-Adjusted Return
 0.48
  actual daily
 
 31 %
of total potential
  
Based on monthly moving average Northern Trust is performing at about 31% 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 Northern Trust by adding it to a well-diversified portfolio.

Performance Rating

Northern Trust Euro Fundamental Idx A Risk Adjusted Performance Analysis
31 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Northern Trust Euro Fundamental Idx A are ranked lower than 31 (%) of all funds and portfolios of funds over the last 30 days.

Northern Trust Alerts

Equity Alerts and Improvement Suggestions
The fund retains 98.33% of its assets under management (AUM) in equities
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