CAPITAL ICE (Taiwan) Buy Hold or Sell Recommendation
| 00792B Etf | 33.07 0.30 0.90% |
Assuming the 90 days trading horizon and your above-average risk tolerance, our recommendation regarding CAPITAL ICE 15 is 'Strong Sell'. Macroaxis provides CAPITAL ICE buy-hold-or-sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding 00792B positions. The advice algorithm takes into account all of CAPITAL ICE's available fundamental, technical, and predictive indicators you will find on this site.
A buy or sell recommendation provided by Macroaxis is an automated directive regarding whether to purchase or sell CAPITAL ICE 15 given historical horizon and risk tolerance towards CAPITAL ICE. When Macroaxis issues a 'buy' or 'sell' recommendation for CAPITAL ICE 15, the advice is generated through an automated system that utilizes algorithms and statistical models.
CAPITAL |
Execute CAPITAL ICE Buy or Sell Advice
The CAPITAL recommendation should be used to complement the buy-or-sell advice compiled from the current analysts' consensus on CAPITAL ICE 15. Macroaxis does not own or have any residual interests in CAPITAL ICE 15 or other equities on which the buy-or-sell advice is provided. Please provide your input below to execute CAPITAL ICE's advice using the current market data and latest reported fundamentals.
Time Horizon
Risk Tolerance
 |  |
Strong Sell
Market Performance | Very Weak | Details | |
Volatility | Very steady | Details | |
Hype Condition | Stale | Details | |
Current Valuation | Overvalued | Details | |
Economic Sensitivity | Moves indifferently to market moves | Details |
CAPITAL ICE Trading Alerts and Improvement Suggestions
| CAPITAL ICE 15 generated a negative expected return over the last 90 days |
CAPITAL ICE Returns Distribution Density
The distribution of CAPITAL ICE's historical returns is an attempt to chart the uncertainty of CAPITAL ICE's future price movements. The chart of the probability distribution of CAPITAL ICE daily returns describes the distribution of returns around its average expected value. We use CAPITAL ICE 15 price's Value At Risk and its Upside Potential as a relative measure of the distribution. The graph of the distribution of CAPITAL ICE returns is essential to provide solid investment advice for CAPITAL ICE.
| Mean Return | 0.01 | Value At Risk | -0.97 | Potential Upside | 0.92 | Standard Deviation | 0.63 |
Return Density |
| Distribution |
Investment risk management requires an estimate of the probability of extreme price changes. Therefore, the correct representation of the distribution of CAPITAL ICE 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.
CAPITAL ICE 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 CAPITAL ICE or CAPITAL 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 CAPITAL ICE's price will be affected by overall etf 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 CAPITAL etf'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 NYSE Composite | 0.000096 | |
β | Beta against NYSE Composite | -0.0094 | |
σ | Overall volatility | 0.62 | |
Ir | Information ratio | -0.14 |
CAPITAL ICE Volatility Alert
CAPITAL ICE 15 exhibits relatively low volatility with skewness of -0.57 and kurtosis of 0.66. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure CAPITAL ICE's etf risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact CAPITAL ICE's etf 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.CAPITAL ICE Market Momentum
Traders often use several daily momentume indicators to supplement a more traditional technical analysis when analyzing securities such as CAPITAL . 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 CAPITAL ICE 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 Money Market Funds Thematic Idea Now
Money Market Funds
Funds or Etfs investing in various types of short-term (less than one year) fixed income instruments of high-quality and liquidity. The Money Market Funds theme has 38 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 Money Market Funds Theme or any other thematic opportunities.
| View All Next | Launch |
Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any etf could be tightly coupled with the direction of predictive economic indicators such as signals in nation. Note that the CAPITAL ICE 15 information on this page should be used as a complementary analysis to other CAPITAL ICE's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.