Sparinvest INDEX (Denmark) Manager Performance Evaluation
| SPIGLAMRIKL | DKK 134.00 0.92 0.69% |
The entity has a beta of 0.28, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sparinvest INDEX's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sparinvest INDEX is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Sparinvest INDEX Globale has generated negative risk-adjusted returns adding no value to fund investors. In spite of very healthy basic indicators, Sparinvest INDEX is not utilizing all of its potentials. The latest stock price disarray, may contribute to short-term losses for the investors.
...more| Fifty Two Week Low | 143.50 | |
| Fifty Two Week High | 144.20 |
Sparinvest |
Sparinvest INDEX Relative Risk vs. Return Landscape
If you would invest 13,604 in Sparinvest INDEX Globale on December 14, 2024 and sell it today you would lose (204.00) from holding Sparinvest INDEX Globale or give up 1.5% of portfolio value over 90 days. Sparinvest INDEX Globale is generating negative expected returns and assumes 0.7184% volatility on return distribution over the 90 days horizon. Simply put, 6% of funds are less volatile than Sparinvest, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Sparinvest INDEX Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sparinvest INDEX's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Sparinvest INDEX Globale, and traders can use it to determine the average amount a Sparinvest INDEX'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 = -0.0321
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SPIGLAMRIKL |
Estimated Market Risk
| 0.72 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.02 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 Sparinvest INDEX 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 Sparinvest INDEX by adding Sparinvest INDEX to a well-diversified portfolio.
About Sparinvest INDEX Performance
By examining Sparinvest INDEX's fundamental ratios, stakeholders can obtain critical insights into Sparinvest INDEX's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Sparinvest INDEX is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
Things to note about Sparinvest INDEX Globale performance evaluation
Checking the ongoing alerts about Sparinvest INDEX for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Sparinvest INDEX Globale help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Sparinvest INDEX generated a negative expected return over the last 90 days |
- Analyzing Sparinvest INDEX'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 Sparinvest INDEX's stock is overvalued or undervalued compared to its peers.
- Examining Sparinvest INDEX'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 Sparinvest INDEX's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Sparinvest INDEX's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Sparinvest INDEX's fund. These opinions can provide insight into Sparinvest INDEX's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Sparinvest Fund
Sparinvest INDEX financial ratios help investors to determine whether Sparinvest 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 Sparinvest with respect to the benefits of owning Sparinvest INDEX security.
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Sync Your Broker Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors. | |
| Premium Stories Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated |