Managed Volatility Fund Buy Hold or Sell Recommendation
| BRBPX Fund | USD 10.85 0.00 0.00% |
Assuming the 90 days horizon and your conservative attitude towards risk, our recommendation regarding Managed Volatility Fund is 'Sell'. A buy or sell recommendation provided by Macroaxis is an automated directive regarding whether to purchase or sell Managed Volatility Fund given historical horizon and risk tolerance towards Managed Volatility. When Macroaxis issues a 'buy' or 'sell' recommendation for Managed Volatility Fund, the advice is generated through an automated system that utilizes algorithms and statistical models.
Check out Managed Volatility Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with the current analyst consensus. To check ratings for multiple equity instruments, please use the Instant Ratings tool. Note, we conduct extensive research on individual funds such as Managed and provide practical buy, sell, or hold recommendation based on investors' investing horizon and their risk tolerance towards Managed Volatility Fund. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in american community survey.
Managed |
Execute Managed Volatility Buy or Sell Advice
The Managed recommendation should be used to complement the buy-or-sell advice compiled from the current analysts' consensus on Managed Volatility Fund. Macroaxis does not own or have any residual interests in Managed Volatility Fund or other equities on which the buy-or-sell advice is provided. Please provide your input below to execute Managed Volatility's advice using the current market data and latest reported fundamentals.
Time Horizon
Risk Tolerance
 |  |
Sell
Market Performance | Very Weak | Details | |
Volatility | Somewhat reliable | Details | |
Hype Condition | Stale | Details | |
Current Valuation | Undervalued | Details | |
Odds Of Distress | Low | Details | |
Economic Sensitivity | Responds to the market | Details | |
Analyst Consensus | Not Available | Details |
Managed Volatility Trading Alerts and Improvement Suggestions
| Managed Volatility generated a negative expected return over the last 90 days | |
| Managed Volatility has high historical volatility and very poor performance | |
| The fund holds about 39.23% of its assets under management (AUM) in cash |
Managed Volatility Returns Distribution Density
The distribution of Managed Volatility's historical returns is an attempt to chart the uncertainty of Managed Volatility's future price movements. The chart of the probability distribution of Managed Volatility daily returns describes the distribution of returns around its average expected value. We use Managed Volatility Fund price's Value At Risk and its Upside Potential as a relative measure of the distribution. The graph of the distribution of Managed Volatility returns is essential to provide solid investment advice for Managed Volatility.
| Mean Return | -0.54 | Value At Risk | 0.00 | Potential Upside | 0.09 | Standard Deviation | 4.47 |
Return Density |
| Distribution |
Investment risk management requires an estimate of the probability of extreme price changes. Therefore, the correct representation of the distribution of Managed Volatility 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.
Managed Volatility 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 Managed Volatility or Bridgeway 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 Managed Volatility'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 Managed 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 | -0.73 | |
β | Beta against Dow Jones | 1.55 | |
σ | Overall volatility | 4.54 | |
Ir | Information ratio | -0.15 |
Managed Volatility Volatility Alert
Managed Volatility Fund exhibits very low volatility with skewness of -8.12 and kurtosis of 65.99. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Managed Volatility'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 Managed Volatility'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.Managed Volatility Fundamentals Vs Peers
Comparing Managed Volatility'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 Managed Volatility's direct or indirect competition across all of the common fundamentals between Managed Volatility and the related equities. This way, we can detect undervalued stocks with similar characteristics as Managed Volatility or determine the mutual funds which would be an excellent addition to an existing portfolio. Peer analysis of Managed Volatility's fundamental indicators could also be used in its relative valuation, which is a method of valuing Managed Volatility by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Managed Volatility to competition |
| Fundamentals | Managed Volatility | Peer Average |
| Price To Earning | 16.53 X | 6.53 X |
| Price To Book | 2.57 X | 0.74 X |
| Price To Sales | 1.45 X | 0.61 X |
| Annual Yield | 0.04 % | 0.29 % |
| Year To Date Return | 6.11 % | 0.39 % |
| One Year Return | 7.93 % | 4.15 % |
| Three Year Return | 3.78 % | 3.60 % |
| Five Year Return | 6.14 % | 3.24 % |
| Ten Year Return | 4.77 % | 1.79 % |
| Net Asset | 30.74 M | 4.11 B |
| Minimum Initial Investment | 2 K | 976.16 K |
| Cash Position Weight | 39.23 % | 10.61 % |
| Equity Positions Weight | 60.77 % | 63.90 % |
Managed Volatility Market Momentum
Traders often use several daily momentume indicators to supplement a more traditional technical analysis when analyzing securities such as Managed . 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.
About Managed Volatility Buy or Sell Advice
When is the right time to buy or sell Managed Volatility Fund? Buying financial instruments such as Managed 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 Managed Volatility 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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Banks - Regional
Fama and French investing themes focus on testing asset pricing under different economic assumptions. The Banks - Regional theme has 19 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 Banks - Regional Theme or any other thematic opportunities.
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Other Information on Investing in Managed Mutual Fund
Managed Volatility financial ratios help investors to determine whether Managed 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 Managed with respect to the benefits of owning Managed Volatility security.
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