ALM Offensif (Germany) Manager Performance Evaluation

0P00000GIZ  EUR 322.71  1.39  0.43%   
The fund shows a Beta (market volatility) of -0.0016, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ALM Offensif are expected to decrease at a much lower rate. During the bear market, ALM Offensif is likely to outperform the market.

Risk-Adjusted Performance

17 of 100

 
Weak
 
Strong
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in ALM Offensif are ranked lower than 17 (%) of all funds and portfolios of funds over the last 90 days. Despite somewhat unfluctuating basic indicators, ALM Offensif may actually be approaching a critical reversion point that can send shares even higher in January 2025.
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Fifty Two Week Low170.08
Fifty Two Week High241.17
Annual Report Expense Ratio1.86%
  

ALM Offensif Relative Risk vs. Return Landscape

If you would invest  30,254  in ALM Offensif on September 10, 2024 and sell it today you would earn a total of  2,017  from holding ALM Offensif or generate 6.67% return on investment over 90 days. ALM Offensif is generating 0.1036% of daily returns and assumes 0.4642% volatility on return distribution over the 90 days horizon. Simply put, 4% of funds are less volatile than ALM, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days trading horizon ALM Offensif is expected to generate 1.41 times less return on investment than the market. But when comparing it to its historical volatility, the company is 1.56 times less risky than the market. It trades about 0.22 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.2 of returns per unit of risk over similar time horizon.

ALM Offensif Current Valuation

Undervalued
Today
322.71
Please note that ALM Offensif's price fluctuation is very steady at this time. At this time, the entity appears to be undervalued. ALM Offensif shows a prevailing Real Value of €349.16 per share. The current price of the fund is €322.71. We determine the value of ALM Offensif from reviewing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we favor taking in undervalued funds and trading overvalued funds since, in the future, fund prices and their ongoing real values will blend.
Since ALM Offensif is currently traded on the exchange, buyers and sellers on that exchange determine the market value of ALM Fund. However, ALM Offensif's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value.
Historical Market  322.71 Real  349.16 Hype  322.71 Naive  322.54
The real value of ALM Fund, also known as its intrinsic value, is the underlying worth of ALM Offensif Fund, which is reflected in its stock price. It is based on ALM Offensif's financial performance, growth prospects, management team, or industry conditions. The intrinsic value of ALM Offensif's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, or news.
290.44
Downside
349.16
Real Value
349.62
Upside
Estimating the potential upside or downside of ALM Offensif helps investors to forecast how ALM fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of ALM Offensif more accurately as focusing exclusively on ALM Offensif's fundamentals will not take into account other important factors:
Bollinger
Band Projection (param)
LowerMiddle BandUpper
310.35317.12323.89
Details
Hype
Prediction
LowEstimatedHigh
322.25322.71323.17
Details
Naive
Forecast
LowNext ValueHigh
322.08322.54323.00
Details

ALM Offensif Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for ALM Offensif's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as ALM Offensif, and traders can use it to determine the average amount a ALM Offensif'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 = 0.2231

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Estimated Market Risk

 0.46
  actual daily
4
96% of assets are more volatile

Expected Return

 0.1
  actual daily
1
99% of assets have higher returns

Risk-Adjusted Return

 0.22
  actual daily
17
83% of assets perform better
Based on monthly moving average ALM Offensif is performing at about 17% 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 Offensif by adding it to a well-diversified portfolio.

ALM Offensif Fundamentals Growth

ALM Fund prices reflect investors' perceptions of the future prospects and financial health of ALM Offensif, and ALM Offensif fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on ALM Fund performance.

About ALM Offensif Performance

By analyzing ALM Offensif's fundamental ratios, stakeholders can gain valuable insights into ALM Offensif's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if ALM Offensif has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if ALM Offensif has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Le fonds a pour objectif de raliser sur la dure de placement recommande une performance gale celle de lindice composite suivant calcul coupons et dividendes rinvestis 54 percent MSCI WORLD 26 percent CAC 40 15 percent BARCLAYS CAPITAL EURO AGGREGATE BOND 5 percent EONIA CAPITALISE JOUR. ALM Offensif is traded on Frankfurt Stock Exchange in Germany.

Things to note about ALM Offensif performance evaluation

Checking the ongoing alerts about ALM Offensif for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for ALM Offensif help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
The fund holds about 8.66% of its total net assets in cash
Evaluating ALM Offensif's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate ALM Offensif's fund performance include:
  • Analyzing ALM Offensif'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 Offensif's stock is overvalued or undervalued compared to its peers.
  • Examining ALM Offensif'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 Offensif's management team can have a significant impact on its success or failure. Reviewing the track record and experience of ALM Offensif's management team can help you assess the Fund's leadership.
  • Pay attention to analyst opinions and ratings of ALM Offensif's fund. These opinions can provide insight into ALM Offensif's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating ALM Offensif's fund performance is not an exact science, and many factors can impact ALM Offensif's fund market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.

Other Information on Investing in ALM Fund

ALM Offensif financial ratios help investors to determine whether ALM 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 ALM with respect to the benefits of owning ALM Offensif security.
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