Sustainable Equity Fund Market Outlook
| AFDIX Fund | USD 48.12 0.87 1.84% |
Slightly above 55% of Sustainable Equity's investors are presently thinking to get in. The analysis of overall sentiment of trading Sustainable Equity Fund mutual fund suggests that some investors are interested at this time. Sustainable Equity's investing sentiment can be driven by a variety of factors including economic data, Sustainable Equity's earnings reports, geopolitical events, and overall market trends.
Comfort Level 55
Impartial
Panic | Confidence |
Today, several news technology companies offer sentiment data to assist traders in manufacturing news sentiment indicators for investment decisions. We partner with these technology firms in helping retail investors build forecasting models that use Sustainable Equity's input sentiment indicators derived from textual data and news published on major financial information outlets and social sites. These indicators can be used to analyze time-dependent numerical information representing public perception toward Sustainable Equity Fund.
News SentimentNeutral | Hype SentimentBullish | Insider SentimentWaiting |
Assuming the 90 days horizon and your above-average risk tolerance, our recommendation regarding Sustainable Equity Fund is 'Strong Buy'. A buy or sell recommendation is an automated directive regarding whether to purchase or sell Sustainable Equity Fund given historical horizon and risk tolerance. When we issue a 'buy' or 'sell' recommendation for Sustainable Equity Fund, the advice is generated through an automated system that utilizes algorithms and statistical models.
Execute Sustainable Equity Advice
The Sustainable recommendation should be used to complement the investment advice compiled from the current analysts' consensus on Sustainable Equity Fund. Macroaxis does not own or have any residual interests in Sustainable Equity Fund or other equities on which the buy-or-sell advice is provided. Please provide your input below to execute Sustainable Equity's advice using the current market data and latest reported fundamentals.
Time Horizon
Risk Tolerance
 |  |
Strong Buy
Market Performance | Fair | Details | |
Volatility | Very steady | Details | |
Hype Condition | Stale | Details | |
Current Valuation | Undervalued | Details | |
Odds Of Distress | Low | Details | |
Economic Sensitivity | Slowly supersedes the market | Details | |
Analyst Consensus | Not Available | Details |
For the selected time horizon Sustainable Equity Fund has a Risk Adjusted Performance of 0.1071, Jensen Alpha of 0.4179, Total Risk Alpha of 0.0793, Sortino Ratio of 0.391 and Treynor Ratio of 1.51Our trade recommendation tool can be used to complement Sustainable Equity advice provided by experts. It analyzes the fund's potential to grow against your specific risk preferences and investment horizon. Use Sustainable Equity year to date return and net asset to ensure your buy or sell decision on Sustainable Equity is adequate.
Sustainable Equity Trading Alerts and Improvement Suggestions
| Sustainable Equity had very high historical volatility over the last 90 days | |
| The fund holds 98.81% of its assets under management (AUM) in equities |
Sustainable Equity Returns Distribution Density
The distribution of Sustainable Equity's historical returns is an attempt to chart the uncertainty of Sustainable Equity's future price movements. The chart of the probability distribution of Sustainable Equity daily returns describes the distribution of returns around its average expected value. We use Sustainable Equity Fund price's Value At Risk and its Upside Potential as a relative measure of the distribution. The graph of the distribution of Sustainable Equity returns is essential to provide solid investment analysis for Sustainable Equity.
| Mean Return | 0.45 | Value At Risk | -1.22 | Potential Upside | 1.51 | Standard Deviation | 3.66 |
Return Density |
| Distribution |
Investment risk management requires an estimate of the probability of extreme price changes. Therefore, the correct representation of the distribution of Sustainable Equity historical returns presented in an easy-to-digest graphical form helps investors and money managers understand the risk-reward trade-off of different investement strategies.
Sustainable Equity Greeks
Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Sustainable Equity or American Century Investments sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Sustainable Equity's price will be affected by overall mutual fund market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Sustainable fund's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
α | Alpha over Dow Jones | 0.42 | |
β | Beta against Dow Jones | 0.29 | |
σ | Overall volatility | 3.80 | |
Ir | Information ratio | 0.1 |
Sustainable Equity Volatility Alert
Sustainable Equity Fund has low volatility with Treynor Ratio of 1.51, Maximum Drawdown of 31.25 and kurtosis of 60.01. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Sustainable Equity's mutual fund risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Sustainable Equity's mutual fund price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.Sustainable Equity Fundamentals Vs Peers
Comparing Sustainable Equity's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Sustainable Equity's direct or indirect competition across all of the common fundamentals between Sustainable Equity and the related equities. This way, we can detect undervalued stocks with similar characteristics as Sustainable Equity or determine the mutual funds which would be an excellent addition to an existing portfolio. Peer analysis of Sustainable Equity's fundamental indicators could also be used in its relative valuation, which is a method of valuing Sustainable Equity by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Sustainable Equity to competition |
| Fundamentals | Sustainable Equity | Peer Average |
| Price To Earning | 18.48 X | 6.53 X |
| Price To Book | 2.77 X | 0.74 X |
| Price To Sales | 1.61 X | 0.61 X |
| Annual Yield | 0 % | 0.29 % |
| Year To Date Return | 1.32 % | 0.39 % |
| One Year Return | 8.62 % | 4.15 % |
| Three Year Return | 16.65 % | 3.60 % |
| Five Year Return | 11.10 % | 3.24 % |
| Ten Year Return | 13.12 % | 1.79 % |
| Net Asset | 3.2 B | 4.11 B |
| Last Dividend Paid | 0.16 | 0.65 |
| Cash Position Weight | 1.19 % | 10.61 % |
| Equity Positions Weight | 98.81 % | 63.90 % |
Sustainable Equity Market Momentum
Traders often use several daily momentume indicators to supplement a more traditional technical analysis when analyzing securities such as Sustainable . With many different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Daily Balance Of Power | 9.2 T | |||
| Rate Of Daily Change | 1.02 | |||
| Day Median Price | 48.12 | |||
| Day Typical Price | 48.12 | |||
| Price Action Indicator | 0.43 | |||
| Period Momentum Indicator | 0.87 |
About Sustainable Equity Buy or Sell Advice
When is the right time to buy or sell Sustainable Equity Fund? Buying financial instruments such as Sustainable Mutual Fund isn't very hard. However, what challenging for most investors is doing it at the right time to beat the market. Proper market timing is something most people cannot do without sophisticated tools, which help to isolate the right opportunities. Macroaxis provides hands-on modules to deliver winning trades and diversify your portfolios on a daily basis. Most of our advising modules are very easy to use and apply.
Please read more on our stock advisor page.
Use Investing Ideas to Build Portfolios
In addition to having Sustainable Equity in your portfolios, you can quickly add positions using our predefined set of ideas and optimize them against your very unique investing style. A single investing idea is a collection of funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of investment themes. After you determine your investment opportunity, you can then find an optimal portfolio that will maximize potential returns on the chosen idea or minimize its exposure to market volatility.Did You Try This Idea?
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ETF themes focus on helping investors to gain exposure to a broad range of assets, diversify, and lower overall costs. The Cryptocurrency ETFs theme has 123 constituents at this time.
You can either use a buy-and-hold strategy to lock in the entire theme or actively trade it to take advantage of the short-term price volatility of individual constituents. Macroaxis can help you discover thousands of investment opportunities in different asset classes. In addition, you can partner with us for reliable portfolio optimization as you plan to utilize Cryptocurrency ETFs Theme or any other thematic opportunities.
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Other Information on Investing in Sustainable Mutual Fund
Sustainable Equity financial ratios help investors to determine whether Sustainable Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Sustainable with respect to the benefits of owning Sustainable Equity security.
| Insider Screener Find insiders across different sectors to evaluate their impact on performance | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios |