Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding Smartshares Global Aggregate Bo is 'Hold'. Macroaxis provides Smartshares Global buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding AGG positions. The advice algorithm takes into account all of Smartshares Global available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from AGG buy-and-hold prospective. Check also Smartshares Global Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with the current analyst consensus. To check ratings for muliple equity instruments please use Instant Ratings tool.
For the selected time horizon Smartshares Global Aggregate Bo has a risk adjusted performance of 0.046, jensen alpha of 0.0294, total risk alpha of 0.0037, sortino ratio of (0.00064913) and treynor ratio of 0.5882We provide advice to complement the current expert consensus on Smartshares Global. Our dynamic recommendation engine harnesses multi - dimensional algorithm to analyze the corporation potential to grow using all technical and fundamental data available at the time.
Odds of Distress
Smartshares Global Trading Alerts and Improvement Suggestions
|Smartshares Global may become a speculative penny stock|
Smartshares Global Returns Distribution Density
|Mean Return||0.041114||Value At Risk||0.81|
|Potential Upside||0.89||Standard Deviation||0.76|
Smartshares Global Greeks
|Alpha over DOW||=||0.029438|
|Beta against DOW||=||0.05|
Smartshares Global Volatility Alert
Smartshares Global Aggregate Bo has low volatility with Treynor Ratio of 0.59, Maximum Drawdown of 6.53 and kurtosis of 9.19. However, we advice all investors to further analyze Smartshares Global Aggregate Bo to make certain all market information is desiminated and is consistent with the current expectations about Smartshares Global upside potential.