ALM ES (Germany) Manager Performance Evaluation
| 0P0001NBQF | 131.25 0.00 0.00% |
The fund shows a Beta (market volatility) of 0.19, which signifies not very significant fluctuations relative to the market. As returns on the market increase, ALM ES's returns are expected to increase less than the market. However, during the bear market, the loss of holding ALM ES is expected to be smaller as well.
Risk-Adjusted Performance
10 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in ALM ES Actions are ranked lower than 10 (%) of all funds and portfolios of funds over the last 90 days. In spite of very healthy basic indicators, ALM ES is not utilizing all of its potentials. The current stock price disarray, may contribute to short-term losses for the investors.
...moreALM |
ALM ES Relative Risk vs. Return Landscape
If you would invest 12,367 in ALM ES Actions on August 30, 2024 and sell it today you would earn a total of 758.00 from holding ALM ES Actions or generate 6.13% return on investment over 90 days. ALM ES Actions is generating 0.0988% of daily returns and assumes 0.7562% volatility on return distribution over the 90 days horizon. Simply put, 6% of funds are less volatile than ALM, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ALM ES Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ALM ES's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as ALM ES Actions, and traders can use it to determine the average amount a ALM ES's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1307
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| Cash | 0P0001NBQF | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.76 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.1 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.13 actual daily | 10 90% of assets perform better |
Based on monthly moving average ALM ES is performing at about 10% 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 ALM ES by adding it to a well-diversified portfolio.
Things to note about ALM ES Actions performance evaluation
Checking the ongoing alerts about ALM ES for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for ALM ES Actions help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating ALM ES's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate ALM ES's fund performance include:- Analyzing ALM ES's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether ALM ES's stock is overvalued or undervalued compared to its peers.
- Examining ALM ES's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating ALM ES's management team can have a significant impact on its success or failure. Reviewing the track record and experience of ALM ES's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of ALM ES's fund. These opinions can provide insight into ALM ES's potential for growth and whether the stock is currently undervalued or overvalued.
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