JPP Allocation (Brazil) Manager Performance Evaluation
| JPPA11 Fund | BRL 77.30 0.26 0.34% |
The fund retains a Market Volatility (i.e., Beta) of -0.11, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning JPP Allocation are expected to decrease at a much lower rate. During the bear market, JPP Allocation is likely to outperform the market.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days JPP Allocation Mogno has generated negative risk-adjusted returns adding no value to fund investors. Despite somewhat strong basic indicators, JPP Allocation 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 High | 107.80 |
JPP |
JPP Allocation Relative Risk vs. Return Landscape
If you would invest 7,885 in JPP Allocation Mogno on October 20, 2024 and sell it today you would lose (155.00) from holding JPP Allocation Mogno or give up 1.97% of portfolio value over 90 days. JPP Allocation Mogno is generating negative expected returns and assumes 1.0794% volatility on return distribution over the 90 days horizon. Simply put, 9% of funds are less volatile than JPP, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
JPP Allocation Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for JPP Allocation's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as JPP Allocation Mogno, and traders can use it to determine the average amount a JPP Allocation'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 = -0.0254
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | JPPA11 |
Estimated Market Risk
| 1.08 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 JPP Allocation 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 JPP Allocation by adding JPP Allocation to a well-diversified portfolio.
JPP Allocation Fundamentals Growth
JPP Fund prices reflect investors' perceptions of the future prospects and financial health of JPP Allocation, and JPP Allocation 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 JPP Fund performance.
About JPP Allocation Performance
By analyzing JPP Allocation's fundamental ratios, stakeholders can gain valuable insights into JPP Allocation's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if JPP Allocation 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 JPP Allocation has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about JPP Allocation Mogno performance evaluation
Checking the ongoing alerts about JPP Allocation for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for JPP Allocation Mogno help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| JPP Allocation Mogno generated a negative expected return over the last 90 days |
- Analyzing JPP Allocation'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 JPP Allocation's stock is overvalued or undervalued compared to its peers.
- Examining JPP Allocation'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 JPP Allocation's management team can have a significant impact on its success or failure. Reviewing the track record and experience of JPP Allocation's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of JPP Allocation's fund. These opinions can provide insight into JPP Allocation's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in JPP Fund
JPP Allocation financial ratios help investors to determine whether JPP 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 JPP with respect to the benefits of owning JPP Allocation security.
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios |