Investo Teva (Brazil) Performance
NTNS11 Etf | 56.96 0.02 0.04% |
The etf retains a Market Volatility (i.e., Beta) of 0.0481, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Investo Teva's returns are expected to increase less than the market. However, during the bear market, the loss of holding Investo Teva is expected to be smaller as well.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Investo Teva Tesouro are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, Investo Teva is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
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Investo Teva Relative Risk vs. Return Landscape
If you would invest 5,585 in Investo Teva Tesouro on November 22, 2024 and sell it today you would earn a total of 111.00 from holding Investo Teva Tesouro or generate 1.99% return on investment over 90 days. Investo Teva Tesouro is generating 0.0326% of daily returns and assumes 0.2395% volatility on return distribution over the 90 days horizon. Simply put, 2% of etfs are less volatile than Investo, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Investo Teva Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Investo Teva's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Investo Teva Tesouro, and traders can use it to determine the average amount a Investo Teva'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 = 0.1359
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Estimated Market Risk
0.24 actual daily | 2 98% of assets are more volatile |
Expected Return
0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
0.14 actual daily | 10 90% of assets perform better |
Based on monthly moving average Investo Teva is performing at about 10% 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 Investo Teva by adding it to a well-diversified portfolio.