ACCIONES TAUTIRA (Spain) Manager Performance Evaluation

AT
S3391 -- Spain Fund  

EUR 13.20  0.0037  0.028%

The entity owns a Beta (Systematic Risk) of -0.335, which signifies possible diversification benefits within a given portfolio. Let's try to break down what ACCIONES's beta means in this case. As returns on the market increase, returns on owning ACCIONES TAUTIRA are expected to decrease at a much lower rate. During the bear market, ACCIONES TAUTIRA is likely to outperform the market. Although it is vital to follow to ACCIONES TAUTIRA INV existing price patterns, it is good to be conservative about what you can do with the information regarding equity price patterns. The approach to foreseeing 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 ACCIONES TAUTIRA INV technical indicators, you can at this time evaluate if the expected return of 0.42% will be sustainable into the future.

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77

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in ACCIONES TAUTIRA INVERSIONES are ranked lower than 7 (%) of all funds and portfolios of funds over the last 30 days. Even with considerably weak technical indicators, ACCIONES TAUTIRA revealed solid returns over the last few months and may actually be approaching a breakup point.
Fifty Two Week Low11.41
Fifty Two Week High14.03

ACCIONES TAUTIRA Relative Risk vs. Return Landscape

If you would invest  1,083  in ACCIONES TAUTIRA INVERSIONES on June 12, 2020 and sell it today you would earn a total of  237.00  from holding ACCIONES TAUTIRA INVERSIONES or generate 21.88% return on investment over 30 days. ACCIONES TAUTIRA INVERSIONES is generating 0.4249% of daily returns and assumes 3.8518% volatility on return distribution over the 30 days horizon. Simply put, 33% of equities are less volatile than ACCIONES TAUTIRA and 93% 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, ACCIONES TAUTIRA is expected to generate 2.14 times more return on investment than the market. However, the company is 2.14 times more volatile than its market benchmark. It trades about 0.11 of its potential returns per unit of risk. The DOW is currently generating roughly 0.1 per unit of risk.

ACCIONES TAUTIRA Current Valuation

Overvalued
Today
13.20
12th of July 2020
11.90
Real Value
15.75
Upside
ACCIONES TAUTIRA is somewhat reliable asset. ACCIONES TAUTIRA INV owns a latest Real Value of €11.9 per share. The recent price of the fund is €13.2. At this time, the entity appears to be overvalued. We determine the value of ACCIONES TAUTIRA INV from examining fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor acquiring undervalued equities and dropping overvalued equities since, at some future date, stock prices and their ongoing real values will grow together.
Bollinger
Band Projection (param)
LowerMiddle BandUpper
12.8413.0913.35
Details
Hype
Prediction
LowEstimated ValueHigh
9.3513.2017.05
Details
Naive
Forecast
LowNext ValueHigh
9.2013.0516.90
Details

ACCIONES TAUTIRA Market Risk Analysis

Sharpe Ratio = 0.1103
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Small ReturnsS3391
CashSmall
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ACCIONES TAUTIRA Performance Indicators

Estimated Market Risk
 3.85
  actual daily
 
 33 %
of total potential
 
3333
Expected Return
 0.42
  actual daily
 
 7 %
of total potential
 
77
Risk-Adjusted Return
 0.11
  actual daily
 
 7 %
of total potential
 
77
Based on monthly moving average ACCIONES TAUTIRA is performing at about 7% 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 ACCIONES TAUTIRA by adding it to a well-diversified portfolio.

About ACCIONES TAUTIRA Performance

To evaluate ACCIONES TAUTIRA INV Fund as a possible investment, you need to clearly understand its upside, downside potential, and overall future performance outlook. You may be satisfied when ACCIONES TAUTIRA 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 ACCIONES'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 ACCIONES TAUTIRA INV 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 ACCIONES'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.
Obtencin de rentabilidad a medio y largo plazo, asumiendo los riesgos propios derivados de su vocacin inversora global. ACCIONES TAUTIRA is traded on Madrid SE C.A.T.S. in Spain.

ACCIONES TAUTIRA Alerts

Equity Alerts and Improvement Suggestions

ACCIONES TAUTIRA INV is not yet fully synchronised with the market data
ACCIONES TAUTIRA INV has very high historical volatility over the last 30 days
ACCIONES TAUTIRA INV generated five year return of 0.0%
This fund maintains about 28.49% of its assets in cash
Additionally, take a look at World Market Map. Please also try Aroon Oscillator module to analyze current equity momentum using aroon oscillator and other momentum ratios.
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