Sparinvest SICAV (Denmark) Manager Performance Evaluation

SSIPEURR  EUR 269.70  2.00  0.74%   
The entity has a beta of -0.0784, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sparinvest SICAV are expected to decrease at a much lower rate. During the bear market, Sparinvest SICAV is likely to outperform the market.

Risk-Adjusted Performance

Very Weak

 
Weak
 
Strong
Over the last 90 days Sparinvest SICAV Procedo has generated negative risk-adjusted returns adding no value to fund investors. Even with relatively invariable technical and fundamental indicators, Sparinvest SICAV is not utilizing all of its potentials. The latest stock price agitation, may contribute to short-term losses for the retail investors.
...more
Fifty Two Week Low204.80
Fifty Two Week High204.90
  

Sparinvest SICAV Relative Risk vs. Return Landscape

If you would invest  27,170  in Sparinvest SICAV Procedo on December 3, 2024 and sell it today you would lose (200.00) from holding Sparinvest SICAV Procedo or give up 0.74% of portfolio value over 90 days. Sparinvest SICAV Procedo is generating negative expected returns and assumes 0.4861% volatility on return distribution over the 90 days horizon. Simply put, 4% of funds are less volatile than Sparinvest, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days trading horizon Sparinvest SICAV is expected to generate 0.65 times more return on investment than the market. However, the company is 1.54 times less risky than the market. It trades about -0.02 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly -0.04 per unit of risk.

Sparinvest SICAV Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Sparinvest SICAV's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Sparinvest SICAV Procedo, and traders can use it to determine the average amount a Sparinvest 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 = -0.0229

Best PortfolioBest Equity
Good Returns
Average Returns
Small Returns
CashSmall RiskAverage RiskHigh RiskHuge Risk
Negative ReturnsSSIPEURR

Estimated Market Risk

 0.49
  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 Sparinvest SICAV 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 Sparinvest SICAV by adding Sparinvest SICAV to a well-diversified portfolio.

About Sparinvest SICAV Performance

Assessing Sparinvest SICAV's fundamental ratios provides investors with valuable insights into Sparinvest SICAV's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Sparinvest SICAV is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.

Things to note about Sparinvest SICAV Procedo performance evaluation

Checking the ongoing alerts about Sparinvest SICAV for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Sparinvest SICAV Procedo help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Sparinvest SICAV generated a negative expected return over the last 90 days
Evaluating Sparinvest SICAV's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Sparinvest SICAV's fund performance include:
  • Analyzing Sparinvest 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 Sparinvest SICAV's stock is overvalued or undervalued compared to its peers.
  • Examining Sparinvest 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 Sparinvest SICAV's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Sparinvest SICAV's management team can help you assess the Fund's leadership.
  • Pay attention to analyst opinions and ratings of Sparinvest SICAV's fund. These opinions can provide insight into Sparinvest SICAV's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating Sparinvest SICAV's fund performance is not an exact science, and many factors can impact Sparinvest SICAV's fund market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.

Other Information on Investing in Sparinvest Fund

Sparinvest SICAV financial ratios help investors to determine whether Sparinvest 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 Sparinvest with respect to the benefits of owning Sparinvest SICAV security.
Companies Directory
Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals
Idea Breakdown
Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes