HEDGE Brasil (Brazil) Manager Performance Evaluation

HGBS11 Fund  BRL 179.60  0.59  0.33%   
The fund retains a Market Volatility (i.e., Beta) of 0.0536, which attests to not very significant fluctuations relative to the market. As returns on the market increase, HEDGE Brasil's returns are expected to increase less than the market. However, during the bear market, the loss of holding HEDGE Brasil is expected to be smaller as well.

Risk-Adjusted Performance

Very Weak

 
Weak
 
Strong
Over the last 90 days HEDGE Brasil Shopping has generated negative risk-adjusted returns adding no value to fund investors. Despite somewhat strong fundamental drivers, HEDGE Brasil is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more
Fifty Two Week Low174.37
Fifty Two Week High223.39
  

HEDGE Brasil Relative Risk vs. Return Landscape

If you would invest  18,394  in HEDGE Brasil Shopping on December 2, 2024 and sell it today you would lose (434.00) from holding HEDGE Brasil Shopping or give up 2.36% of portfolio value over 90 days. HEDGE Brasil Shopping is generating negative expected returns and assumes 1.0906% volatility on return distribution over the 90 days horizon. Simply put, 9% of funds are less volatile than HEDGE, and 99% 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 HEDGE Brasil is expected to under-perform the market. In addition to that, the company is 1.47 times more volatile than its market benchmark. It trades about -0.03 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly -0.04 per unit of volatility.

HEDGE Brasil Current Valuation

Overvalued
Today
179.60
Please note that HEDGE Brasil's price fluctuation is very steady at this time. At this time, the entity appears to be overvalued. HEDGE Brasil Shopping retains a regular Real Value of R$168.11 per share. The prevalent price of the fund is R$179.6. We determine the value of HEDGE Brasil Shopping from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage taking in undervalued funds and trading overvalued funds since, in the future, fund prices and their ongoing real values will come together.
Since HEDGE Brasil is currently traded on the exchange, buyers and sellers on that exchange determine the market value of HEDGE Fund. However, HEDGE Brasil'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  179.6 Real  168.11 Hype  179.6 Naive  177.72
The real value of HEDGE Fund, also known as its intrinsic value, is the underlying worth of HEDGE Brasil Shopping Fund, which is reflected in its stock price. It is based on HEDGE Brasil's financial performance, growth prospects, management team, or industry conditions. The intrinsic value of HEDGE Brasil'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.
167.02
Downside
168.11
Real Value
197.56
Upside
Estimating the potential upside or downside of HEDGE Brasil Shopping helps investors to forecast how HEDGE 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 HEDGE Brasil more accurately as focusing exclusively on HEDGE Brasil's fundamentals will not take into account other important factors:
Bollinger
Band Projection (param)
LowerMiddle BandUpper
172.42176.65180.87
Details
Hype
Prediction
LowEstimatedHigh
178.51179.60180.69
Details
Naive
Forecast
LowNext ValueHigh
176.63177.72178.81
Details

HEDGE Brasil Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for HEDGE Brasil's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as HEDGE Brasil Shopping, and traders can use it to determine the average amount a HEDGE Brasil'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 = -0.03

Best PortfolioBest Equity
Good Returns
Average Returns
Small Returns
CashSmall RiskAverage RiskHigh RiskHuge Risk
Negative ReturnsHGBS11

Estimated Market Risk

 1.09
  actual daily
9
91% of assets are more volatile

Expected Return

 -0.03
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 -0.03
  actual daily
0
Most of other assets perform better
Based on monthly moving average HEDGE Brasil is not performing at its full potential. However, 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 HEDGE Brasil by adding HEDGE Brasil to a well-diversified portfolio.

HEDGE Brasil Fundamentals Growth

HEDGE Fund prices reflect investors' perceptions of the future prospects and financial health of HEDGE Brasil, and HEDGE Brasil 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 HEDGE Fund performance.

About HEDGE Brasil Performance

By analyzing HEDGE Brasil's fundamental ratios, stakeholders can gain valuable insights into HEDGE Brasil's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if HEDGE Brasil 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 HEDGE Brasil has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
CSHG Brasil Shopping FII specializes in real estate investing. FII HEDGEBS is traded on Sao Paolo Stock Exchange in Brazil.

Things to note about HEDGE Brasil Shopping performance evaluation

Checking the ongoing alerts about HEDGE Brasil for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for HEDGE Brasil Shopping help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
HEDGE Brasil generated a negative expected return over the last 90 days
Evaluating HEDGE Brasil's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate HEDGE Brasil's fund performance include:
  • Analyzing HEDGE Brasil'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 HEDGE Brasil's stock is overvalued or undervalued compared to its peers.
  • Examining HEDGE Brasil'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 HEDGE Brasil's management team can have a significant impact on its success or failure. Reviewing the track record and experience of HEDGE Brasil's management team can help you assess the Fund's leadership.
  • Pay attention to analyst opinions and ratings of HEDGE Brasil's fund. These opinions can provide insight into HEDGE Brasil's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating HEDGE Brasil's fund performance is not an exact science, and many factors can impact HEDGE Brasil'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 HEDGE Fund

HEDGE Brasil financial ratios help investors to determine whether HEDGE 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 HEDGE with respect to the benefits of owning HEDGE Brasil security.
Stock Tickers
Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites
Efficient Frontier
Plot and analyze your portfolio and positions against risk-return landscape of the market.
Portfolio Volatility
Check portfolio volatility and analyze historical return density to properly model market risk
Price Transformation
Use Price Transformation models to analyze the depth of different equity instruments across global markets