TITULOS XALKARRA (Spain) Manager Performance Evaluation

TX
S2839 -- Spain Fund  

EUR 1.95  0.00171  0.09%

The entity has a beta of 0.0214, which indicates not very significant fluctuations relative to the market. Let's try to break down what TITULOS's beta means in this case. As returns on the market increase, TITULOS XALKARRA returns are expected to increase less than the market. However, during the bear market, the loss on holding TITULOS XALKARRA will be expected to be smaller as well. Although it is extremely important to respect TITULOS XALKARRA SICAV current price movements, it is better to be realistic regarding the information on equity historical returns. The philosophy towards measuring 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 evaluating TITULOS XALKARRA SICAV technical indicators, you can currently evaluate if the expected return of 0.14% will be sustainable into the future.

Search Fund Performance

 
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Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in TITULOS XALKARRA SICAV are ranked lower than 13 (%) of all funds and portfolios of funds over the last 30 days. Even with considerably weak technical indicators, TITULOS XALKARRA may actually be approaching a critical reversion point that can send shares even higher in August 2020.
Fifty Two Week Low1.6854
Fifty Two Week High2.1240

TITULOS XALKARRA Relative Risk vs. Return Landscape

If you would invest  180.00  in TITULOS XALKARRA SICAV on June 11, 2020 and sell it today you would earn a total of  15.00  from holding TITULOS XALKARRA SICAV or generate 8.33% return on investment over 30 days. TITULOS XALKARRA SICAV is generating 0.1431% of daily returns and assumes 0.7276% volatility on return distribution over the 30 days horizon. Simply put, 6% of equities are less volatile than TITULOS XALKARRA and 98% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming the 30 trading days horizon, TITULOS XALKARRA is expected to generate 1.3 times less return on investment than the market. But when comparing it to its historical volatility, the company is 2.49 times less risky than the market. It trades about 0.2 of its potential returns per unit of risk. The DOW is currently generating roughly 0.1 of returns per unit of risk over similar time horizon.

TITULOS XALKARRA Current Valuation

Undervalued
Today
1.95
11th of July 2020
2.10
Real Value
2.83
Upside
TITULOS XALKARRA is somewhat reliable asset. TITULOS XALKARRA SICAV has a current Real Value of €2.1 per share. The regular price of the fund is €1.95. Based on Macroaxis valuation methodology, the fund appears to be undervalued. We determine the value of TITULOS XALKARRA SICAV from evaluating fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend acquiring undervalued stocks and dropping overvalued stocks since, at some point in time, stock prices and their ongoing real values will draw towards each other.
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Prediction
LowEstimated ValueHigh
1.221.952.68
Details

TITULOS XALKARRA Market Risk Analysis

Sharpe Ratio = 0.1967
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TITULOS XALKARRA Performance Indicators

Estimated Market Risk
 0.73
  actual daily
 
 6 %
of total potential
 
66
Expected Return
 0.14
  actual daily
 
 2 %
of total potential
 
22
Risk-Adjusted Return
 0.2
  actual daily
 
 13 %
of total potential
 
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Based on monthly moving average TITULOS XALKARRA is performing at about 13% 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 TITULOS XALKARRA by adding it to a well-diversified portfolio.

About TITULOS XALKARRA Performance

To evaluate TITULOS XALKARRA SICAV Fund as a possible investment, you need to clearly understand its upside, downside potential, and overall future performance outlook. You may be satisfied when TITULOS XALKARRA generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare TITULOS's stock performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand TITULOS XALKARRA SICAV stock market performance in a much more refined way. At Macroaxis, we take it even further. The Macroaxis performance score is an integer between 0 and 100 that represents TITULOS's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section. Please also refer to our technical analysis and fundamental analysis pages.
La SICAV podr invertir entre un 0 percent y el 100 percent de su patrimonio en IIC financieras que sean activo apto, armonizadas o no, pertenecientes o no al grupo de la Gestora. TITULOS XALKARRA is traded on Madrid SE C.A.T.S. in Spain.

TITULOS XALKARRA Alerts

Equity Alerts and Improvement Suggestions

TITULOS XALKARRA is not yet fully synchronised with the market data
TITULOS XALKARRA may become a speculative penny stock
TITULOS XALKARRA SICAV generated five year return of 0.0%
This fund maintains about 11.79% of its assets in cash
Additionally, take a look at World Market Map. Please also try Instant Ratings module to determine any equity ratings based on digital recommendations. macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and condition page