Coronation Property (South Africa) Manager Performance Evaluation
The fund shows a Beta (market volatility) of 0.0681, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Coronation Property's returns are expected to increase less than the market. However, during the bear market, the loss of holding Coronation Property is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Coronation Property Equity has generated negative risk-adjusted returns adding no value to fund investors. Despite somewhat strong basic indicators, Coronation Property is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...moreCoronation |
Coronation Property Relative Risk vs. Return Landscape
If you would invest 4,148 in Coronation Property Equity on December 27, 2024 and sell it today you would lose (265.00) from holding Coronation Property Equity or give up 6.39% of portfolio value over 90 days. Coronation Property Equity is generating negative expected returns and assumes 0.8515% volatility on return distribution over the 90 days horizon. Simply put, 7% of funds are less volatile than Coronation, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Coronation Property Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Coronation Property's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Coronation Property Equity, and traders can use it to determine the average amount a Coronation Property'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 = -0.1188
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 0P000161AC |
Estimated Market Risk
| 0.85 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.1 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.12 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Coronation Property 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 Coronation Property by adding Coronation Property to a well-diversified portfolio.
Things to note about Coronation Property performance evaluation
Checking the ongoing alerts about Coronation Property for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Coronation Property help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Coronation Property generated a negative expected return over the last 90 days |
- Analyzing Coronation Property'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 Coronation Property's stock is overvalued or undervalued compared to its peers.
- Examining Coronation Property'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 Coronation Property's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Coronation Property's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Coronation Property's fund. These opinions can provide insight into Coronation Property's potential for growth and whether the stock is currently undervalued or overvalued.
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios |