Fica Empreendimentos (Brazil) Performance
| FIEI3 Stock | 9.00 0.15 1.69% |
The firm shows a Beta (market volatility) of -0.26, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Fica Empreendimentos are expected to decrease at a much lower rate. During the bear market, Fica Empreendimentos is likely to outperform the market. At this point, Fica Empreendimentos has a negative expected return of -0.12%. Please make sure to confirm Fica Empreendimentos' mean deviation, standard deviation, information ratio, as well as the relationship between the coefficient of variation and variance , to decide if Fica Empreendimentos performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Fica Empreendimentos Imobiliarios has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest weak performance, the Stock's basic indicators remain stable and the newest uproar on Wall Street may also be a sign of mid-term gains for the firm private investors. ...more
Fica |
Fica Empreendimentos Relative Risk vs. Return Landscape
If you would invest 980.00 in Fica Empreendimentos Imobiliarios on December 30, 2024 and sell it today you would lose (80.00) from holding Fica Empreendimentos Imobiliarios or give up 8.16% of portfolio value over 90 days. Fica Empreendimentos Imobiliarios is generating negative expected returns and assumes 1.7918% volatility on return distribution over the 90 days horizon. Simply put, 15% of stocks are less volatile than Fica, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Fica Empreendimentos Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fica Empreendimentos' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Fica Empreendimentos Imobiliarios, and traders can use it to determine the average amount a Fica Empreendimentos' 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 = -0.0676
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | FIEI3 |
Estimated Market Risk
| 1.79 actual daily | 15 85% of assets are more volatile |
Expected Return
| -0.12 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.07 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Fica Empreendimentos 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 Fica Empreendimentos by adding Fica Empreendimentos to a well-diversified portfolio.
Things to note about Fica Empreendimentos performance evaluation
Checking the ongoing alerts about Fica Empreendimentos for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Fica Empreendimentos help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Fica Empreendimentos generated a negative expected return over the last 90 days |
- Analyzing Fica Empreendimentos' 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 Fica Empreendimentos' stock is overvalued or undervalued compared to its peers.
- Examining Fica Empreendimentos' 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 Fica Empreendimentos' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Fica Empreendimentos' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Fica Empreendimentos' stock. These opinions can provide insight into Fica Empreendimentos' potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Fica Stock Analysis
When running Fica Empreendimentos' price analysis, check to measure Fica Empreendimentos' 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 Fica Empreendimentos is operating at the current time. Most of Fica Empreendimentos' value examination focuses on studying past and present price action to predict the probability of Fica Empreendimentos' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fica Empreendimentos' price. Additionally, you may evaluate how the addition of Fica Empreendimentos to your portfolios can decrease your overall portfolio volatility.