Naranja 2030 (Spain) Manager Performance Evaluation
| 0P00008570 | 17.79 0.06 0.34% |
The fund secures a Beta (Market Risk) of 0.0452, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Naranja 2030's returns are expected to increase less than the market. However, during the bear market, the loss of holding Naranja 2030 is expected to be smaller as well.
Risk-Adjusted Performance
8 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in Naranja 2030 Pp are ranked lower than 8 (%) of all funds and portfolios of funds over the last 90 days. Despite somewhat strong basic indicators, Naranja 2030 is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors.
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Naranja 2030 Relative Risk vs. Return Landscape
If you would invest 1,753 in Naranja 2030 Pp on October 12, 2024 and sell it today you would earn a total of 26.00 from holding Naranja 2030 Pp or generate 1.48% return on investment over 90 days. Naranja 2030 Pp is generating 0.0248% of daily returns and assumes 0.2191% volatility on return distribution over the 90 days horizon. Simply put, 1% of funds are less volatile than Naranja, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Naranja 2030 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Naranja 2030's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Naranja 2030 Pp, and traders can use it to determine the average amount a Naranja 2030'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 = 0.1131
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 0P00008570 |
Estimated Market Risk
| 0.22 actual daily | 1 99% of assets are more volatile |
Expected Return
| 0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.11 actual daily | 8 92% of assets perform better |
Based on monthly moving average Naranja 2030 is performing at about 8% 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 Naranja 2030 by adding it to a well-diversified portfolio.
Things to note about Naranja 2030 Pp performance evaluation
Checking the ongoing alerts about Naranja 2030 for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Naranja 2030 Pp help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Naranja 2030's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Naranja 2030's fund performance include:- Analyzing Naranja 2030'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 Naranja 2030's stock is overvalued or undervalued compared to its peers.
- Examining Naranja 2030'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 Naranja 2030's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Naranja 2030's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Naranja 2030's fund. These opinions can provide insight into Naranja 2030's potential for growth and whether the stock is currently undervalued or overvalued.
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios |