Faria Lima (Brazil) Manager Performance Evaluation
| FLCR11 Fund | BRL 96.85 0.15 0.16% |
The fund shows a Beta (market volatility) of 0.0381, which means not very significant fluctuations relative to the market. As returns on the market increase, Faria Lima's returns are expected to increase less than the market. However, during the bear market, the loss of holding Faria Lima is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days Faria Lima Capital has generated negative risk-adjusted returns adding no value to fund investors. Despite somewhat strong fundamental indicators, Faria Lima is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...moreFaria |
Faria Lima Relative Risk vs. Return Landscape
If you would invest 9,749 in Faria Lima Capital on September 14, 2024 and sell it today you would lose (64.00) from holding Faria Lima Capital or give up 0.66% of portfolio value over 90 days. Faria Lima Capital is generating negative expected returns and assumes 0.4462% volatility on return distribution over the 90 days horizon. Simply put, 3% of funds are less volatile than Faria, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Faria Lima Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Faria Lima's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Faria Lima Capital, and traders can use it to determine the average amount a Faria Lima'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 = -0.0228
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| Negative Returns | FLCR11 |
Estimated Market Risk
| 0.45 actual daily | 4 96% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Faria Lima 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 Faria Lima by adding Faria Lima to a well-diversified portfolio.
About Faria Lima Performance
By analyzing Faria Lima's fundamental ratios, stakeholders can gain valuable insights into Faria Lima's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Faria Lima has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Faria Lima has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about Faria Lima Capital performance evaluation
Checking the ongoing alerts about Faria Lima for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Faria Lima Capital help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Faria Lima Capital generated a negative expected return over the last 90 days |
- Analyzing Faria Lima'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 Faria Lima's stock is overvalued or undervalued compared to its peers.
- Examining Faria Lima'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 Faria Lima's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Faria Lima's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Faria Lima's fund. These opinions can provide insight into Faria Lima's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Faria Fund
Faria Lima financial ratios help investors to determine whether Faria Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Faria with respect to the benefits of owning Faria Lima security.
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