F1RA34 (Brazil) Performance
| F1RA34 Stock | 132.73 3.49 2.56% |
On a scale of 0 to 100, F1RA34 holds a performance score of 8. The firm shows a Beta (market volatility) of 0.2, which means not very significant fluctuations relative to the market. As returns on the market increase, F1RA34's returns are expected to increase less than the market. However, during the bear market, the loss of holding F1RA34 is expected to be smaller as well. Please check F1RA34's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to make a quick decision on whether F1RA34's price patterns will revert.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in F1RA34 are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, F1RA34 sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
F1RA34 |
F1RA34 Relative Risk vs. Return Landscape
If you would invest 11,156 in F1RA34 on September 23, 2024 and sell it today you would earn a total of 2,117 from holding F1RA34 or generate 18.98% return on investment over 90 days. F1RA34 is generating 0.3114% of daily returns and assumes 3.034% volatility on return distribution over the 90 days horizon. Simply put, 27% of stocks are less volatile than F1RA34, and 94% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
F1RA34 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for F1RA34's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as F1RA34, and traders can use it to determine the average amount a F1RA34'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 = 0.1026
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Estimated Market Risk
| 3.03 actual daily | 26 74% of assets are more volatile |
Expected Return
| 0.31 actual daily | 6 94% of assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 8 92% of assets perform better |
Based on monthly moving average F1RA34 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 F1RA34 by adding it to a well-diversified portfolio.
Things to note about F1RA34 performance evaluation
Checking the ongoing alerts about F1RA34 for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for F1RA34 help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| F1RA34 had very high historical volatility over the last 90 days |
- Analyzing F1RA34'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 F1RA34's stock is overvalued or undervalued compared to its peers.
- Examining F1RA34'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 F1RA34's management team can have a significant impact on its success or failure. Reviewing the track record and experience of F1RA34's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of F1RA34's stock. These opinions can provide insight into F1RA34's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for F1RA34 Stock analysis
When running F1RA34's price analysis, check to measure F1RA34's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy F1RA34 is operating at the current time. Most of F1RA34's value examination focuses on studying past and present price action to predict the probability of F1RA34's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move F1RA34's price. Additionally, you may evaluate how the addition of F1RA34 to your portfolios can decrease your overall portfolio volatility.
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