FIEI3F (Brazil) Performance
| FIEI3F Stock | 8.46 0.00 0.00% |
The firm shows a Beta (market volatility) of -0.22, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning FIEI3F are expected to decrease at a much lower rate. During the bear market, FIEI3F is likely to outperform the market. At this point, FIEI3F has a negative expected return of -1.42%. Please make sure to confirm FIEI3F's coefficient of variation, variance, jensen alpha, as well as the relationship between the standard deviation and information ratio , to decide if FIEI3F performance from the past will be repeated in the future.
Risk-Adjusted Performance
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Over the last 90 days FIEI3F has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Stock's technical and fundamental indicators remain somewhat strong which may send shares a bit higher in February 2025. The current disturbance may also be a sign of long term up-swing for the company investors. ...more
FIEI3F |
FIEI3F Relative Risk vs. Return Landscape
If you would invest 956.00 in FIEI3F on October 26, 2024 and sell it today you would lose (110.00) from holding FIEI3F or give up 11.51% of portfolio value over 90 days. FIEI3F is generating negative expected returns and assumes 4.5823% volatility on return distribution over the 90 days horizon. Simply put, 40% of stocks are less volatile than FIEI3F, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
FIEI3F Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for FIEI3F's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as FIEI3F, and traders can use it to determine the average amount a FIEI3F'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 = -0.3092
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| Negative Returns | FIEI3F |
Estimated Market Risk
| 4.58 actual daily | 40 60% of assets are more volatile |
Expected Return
| -1.42 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.31 actual daily | 0 Most of other assets perform better |
Based on monthly moving average FIEI3F 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 FIEI3F by adding FIEI3F to a well-diversified portfolio.
Things to note about FIEI3F performance evaluation
Checking the ongoing alerts about FIEI3F for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for FIEI3F help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| FIEI3F is not yet fully synchronised with the market data | |
| FIEI3F generated a negative expected return over the last 90 days | |
| FIEI3F has high historical volatility and very poor performance |
- Analyzing FIEI3F'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 FIEI3F's stock is overvalued or undervalued compared to its peers.
- Examining FIEI3F'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 FIEI3F's management team can have a significant impact on its success or failure. Reviewing the track record and experience of FIEI3F's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of FIEI3F's stock. These opinions can provide insight into FIEI3F's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for FIEI3F Stock analysis
When running FIEI3F's price analysis, check to measure FIEI3F'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 FIEI3F is operating at the current time. Most of FIEI3F's value examination focuses on studying past and present price action to predict the probability of FIEI3F's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move FIEI3F's price. Additionally, you may evaluate how the addition of FIEI3F to your portfolios can decrease your overall portfolio volatility.
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