SBF 120 (Netherlands) Buy Hold or Sell Recommendation

PX4GR Index   15,227  106.37  0.70%   
Assuming the 90 days trading horizon and your above-average risk tolerance, our recommendation regarding SBF 120 Gross is 'Hold'. The recommendation algorithm takes into account all of SBF 120's available fundamental, technical, and predictive indicators you will find on this site. Check out Your Equity Center to better understand how to build diversified portfolios. Also, note that the market value of any index could be closely tied with the direction of predictive economic indicators such as signals in metropolitan statistical area.
Also, note that the market value of any index could be closely tied with the direction of predictive economic indicators such as signals in metropolitan statistical area.

Execute SBF 120 Buy or Sell Advice

The SBF recommendation should be used to complement the buy-or-sell advice compiled from the current analysts' consensus on SBF 120 Gross. Macroaxis does not own or have any residual interests in SBF 120 Gross or other equities on which the buy-or-sell advice is provided. Please provide your input below to execute SBF 120's advice using the current market data and latest reported fundamentals.

Time Horizon

Risk Tolerance

Execute Advice
Sell SBF 120Buy SBF 120
Hold

Market Performance

Very WeakDetails

Volatility

Very steadyDetails

Hype Condition

StaleDetails

Current Valuation

Fairly ValuedDetails

Economic Sensitivity

Ignores market trendsDetails
For the selected time horizon SBF 120 Gross has a Risk Adjusted Performance of (0.06) and Total Risk Alpha of (0.23)

SBF 120 Trading Alerts and Improvement Suggestions

SBF 120 Gross generated a negative expected return over the last 90 days

SBF 120 Returns Distribution Density

The distribution of SBF 120's historical returns is an attempt to chart the uncertainty of SBF 120's future price movements. The chart of the probability distribution of SBF 120 daily returns describes the distribution of returns around its average expected value. We use SBF 120 Gross price's Value At Risk and its Upside Potential as a relative measure of the distribution. The graph of the distribution of SBF 120 returns is essential to provide solid investment advice for SBF 120.
Mean Return
-0.07
Value At Risk
-1.29
Potential Upside
1.18
Standard Deviation
0.89
   Return Density   
       Distribution  
Investment risk management requires an estimate of the probability of extreme price changes. Therefore, the correct representation of the distribution of SBF 120 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.

SBF 120 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 SBF 120 or SBF 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 SBF 120's price will be affected by overall index 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 SBF index'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
0.00
β
Beta against Dow Jones0.00
σ
Overall volatility
0.89
Ir
Information ratio -0.24

SBF 120 Volatility Alert

SBF 120 Gross exhibits very low volatility with skewness of 0.02 and kurtosis of 0.76. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure SBF 120's index risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact SBF 120's index 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.

SBF 120 Market Momentum

Traders often use several daily momentume indicators to supplement a more traditional technical analysis when analyzing securities such as SBF . 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.

Use Investing Ideas to Build Portfolios

In addition to having SBF 120 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?

Run Power Assets Thematic Idea Now

Power Assets
Power Assets Theme
Large capitalization equities showing high long-term performance indicators and above average return expectations based on Macroaxis rating system. The Power Assets theme has 49 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 Power Assets Theme or any other thematic opportunities.
View All  Next Launch