Sparinv SICAV (Denmark) Manager Performance Evaluation
| SSIEGVEURR | EUR 290.10 1.60 0.55% |
The entity has a beta of 0.28, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sparinv SICAV's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sparinv SICAV is expected to be smaller as well.
Risk-Adjusted Performance
Insignificant
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Sparinv SICAV are ranked lower than 3 (%) of all funds and portfolios of funds over the last 90 days. In spite of rather sound technical and fundamental indicators, Sparinv SICAV is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders.
...more| Fifty Two Week Low | 168.55 | |
| Fifty Two Week High | 168.70 |
Sparinv |
Sparinv SICAV Relative Risk vs. Return Landscape
If you would invest 28,390 in Sparinv SICAV on December 23, 2024 and sell it today you would earn a total of 620.00 from holding Sparinv SICAV or generate 2.18% return on investment over 90 days. Sparinv SICAV is generating 0.0392% of daily returns and assumes 0.8692% volatility on return distribution over the 90 days horizon. Simply put, 7% of funds are less volatile than Sparinv, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Sparinv SICAV Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sparinv SICAV's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Sparinv SICAV, and traders can use it to determine the average amount a Sparinv SICAV'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 = 0.0451
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SSIEGVEURR |
Estimated Market Risk
| 0.87 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.05 actual daily | 3 97% of assets perform better |
Based on monthly moving average Sparinv SICAV is performing at about 3% 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 Sparinv SICAV by adding it to a well-diversified portfolio.
About Sparinv SICAV Performance
By analyzing Sparinv SICAV's fundamental ratios, stakeholders can gain valuable insights into Sparinv SICAV's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Sparinv SICAV 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 Sparinv SICAV 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 Sparinv SICAV performance evaluation
Checking the ongoing alerts about Sparinv SICAV for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Sparinv SICAV help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Sparinv SICAV's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Sparinv SICAV's fund performance include:- Analyzing Sparinv SICAV'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 Sparinv SICAV's stock is overvalued or undervalued compared to its peers.
- Examining Sparinv SICAV'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 Sparinv SICAV's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Sparinv SICAV's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Sparinv SICAV's fund. These opinions can provide insight into Sparinv SICAV's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Sparinv Fund
Sparinv SICAV financial ratios help investors to determine whether Sparinv 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 Sparinv with respect to the benefits of owning Sparinv SICAV security.
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios | |
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories |