ASSET BANK (Brazil) Manager Performance Evaluation
| AAGR11 Fund | 90.01 6.86 8.25% |
The fund shows a Beta (market volatility) of 0.27, which signifies not very significant fluctuations relative to the market. As returns on the market increase, ASSET BANK's returns are expected to increase less than the market. However, during the bear market, the loss of holding ASSET BANK is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days ASSET BANK AGRONEGCIOS has generated negative risk-adjusted returns adding no value to fund investors. Despite latest weak performance, the Fund's technical and fundamental indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the fund investors.
...moreASSET |
ASSET BANK Relative Risk vs. Return Landscape
If you would invest 9,682 in ASSET BANK AGRONEGCIOS on October 9, 2024 and sell it today you would lose (1,367) from holding ASSET BANK AGRONEGCIOS or give up 14.12% of portfolio value over 90 days. ASSET BANK AGRONEGCIOS is generating negative expected returns and assumes 4.8265% volatility on return distribution over the 90 days horizon. Simply put, 42% of funds are less volatile than ASSET, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ASSET BANK Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ASSET BANK's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as ASSET BANK AGRONEGCIOS, and traders can use it to determine the average amount a ASSET BANK'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 = -0.0295
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | AAGR11 |
Estimated Market Risk
| 4.83 actual daily | 43 57% of assets are more volatile |
Expected Return
| -0.14 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 ASSET BANK 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 ASSET BANK by adding ASSET BANK to a well-diversified portfolio.
Things to note about ASSET BANK AGRONEGCIOS performance evaluation
Checking the ongoing alerts about ASSET BANK for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for ASSET BANK AGRONEGCIOS help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| ASSET BANK generated a negative expected return over the last 90 days | |
| ASSET BANK has high historical volatility and very poor performance |
- Analyzing ASSET BANK'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 ASSET BANK's stock is overvalued or undervalued compared to its peers.
- Examining ASSET BANK'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 ASSET BANK's management team can have a significant impact on its success or failure. Reviewing the track record and experience of ASSET BANK's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of ASSET BANK's fund. These opinions can provide insight into ASSET BANK's potential for growth and whether the stock is currently undervalued or overvalued.
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