ACM Dynamic Buy or Sell Recommendation

Macroaxis provides ACM Dynamic Opportunity A buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding ACM Dynamic positions. The advice algorithm takes into account all of ACM Dynamic Opportunity A available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from ACM Dynamic buy-and-hold prospective. Check also ACM Dynamic Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Investment Horizon

  

Risk Tolerance

  
Execute Advice

ACM Dynamic Recommendation

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding ACM Dynamic Opportunity A is 'Hold'.
For the selected time horizon ACM Dynamic Opportunity A has a risk adjusted performance of 0.0221, jensen alpha of (0.0052), total risk alpha of 0.0664, sortino ratio of 0.0941 and treynor ratio of (0.04)
This buy or sell advice tool can be used to cross verify current analyst consensus on ACM Dynamic Opportunity and to analyze the fund potential to grow in the future. Please makes use of ACM Dynamic Year to Date Return and Equity Positions Weight to make buy, hold, or sell decision on ACM Dynamic Opportunity.

Returns Distribution Density

Mean Return0.02Value At Risk-0.8766
Potential Upside0.7585Standard Deviation0.5082
 Return Density 
Benchmark  Embed    Distribution 

ACM Dynamic Greeks

α
Alpha over NYSE
=(0.0052) 
βBeta against NYSE=(0.28) 
σ
Overall volatility
= 0.50 
 IrInformation ratio = 0.14 

ACM Dynamic Volatility Alert

ACM Dynamic Opportunity A exhibits relatively low volatility with skewness of -1.24 and kurtosis of 3.22. However, we advice investors to further investigate ACM Dynamic Opportunity A to make sure all market statistics is disseminated and is consistent with investors' estimations about ACM Dynamic upside potential.
    
 Better Than Average     
    
 Worse Than Average Compare ACM Dynamic to competition
FundamentalsACM DynamicPeer Average
Price to Earning25.44 times7.60 times
Price to Book4.96 times1.04 times
Price to Sales3.43 times1.03 times
Year to Date Return(4.92) % 1.50 %
One Year Return(2.40) % 2.30 %
Net Asset47.99 M1.37 B
Minimum Initial Investment2 K8.09 M
Cash Position Weight28.25 % 14.48 %
Equity Positions Weight66.26 % 40.68 %
SellBuy
Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Currently Unavailable

Financial Leverage

Inapplicable
Risk Adjusted Performance0.0221
Market Risk Adjusted Performance(0.03)
Mean Deviation0.3349
Semi Deviation0.5572
Downside Deviation0.7461
Coefficient Of Variation2381.35
Standard Deviation0.5082
Variance0.2583
Information Ratio0.1381
Jensen Alpha(0.0052)
Total Risk Alpha0.0664
Sortino Ratio0.0941
Treynor Ratio(0.04)
Maximum Drawdown2.39
Value At Risk(0.88)
Potential Upside0.7585
Downside Variance0.5566
Semi Variance0.3105
Expected Short fall(0.36)
Skewness(1.24)
Kurtosis3.22