Vinci Energia (Brazil) Performance
| VIGT11 Etf | BRL 31.76 0.62 1.91% |
The entity has a beta of 0.7, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vinci Energia's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vinci Energia is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days Vinci Energia Fundo has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Etf's technical and fundamental indicators remain somewhat strong which may send shares a bit higher in January 2025. The current disturbance may also be a sign of long term up-swing for the ETF investors. ...more
Vinci |
Vinci Energia Relative Risk vs. Return Landscape
If you would invest 6,433 in Vinci Energia Fundo on September 2, 2024 and sell it today you would lose (3,257) from holding Vinci Energia Fundo or give up 50.63% of portfolio value over 90 days. Vinci Energia Fundo is generating negative expected returns and assumes 5.1791% volatility on return distribution over the 90 days horizon. Simply put, 46% of etfs are less volatile than Vinci, 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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Vinci Energia Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vinci Energia's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Vinci Energia Fundo, and traders can use it to determine the average amount a Vinci Energia'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 = -0.1861
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| Negative Returns | VIGT11 |
Estimated Market Risk
| 5.18 actual daily | 46 54% of assets are more volatile |
Expected Return
| -0.96 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.19 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Vinci Energia 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 Vinci Energia by adding Vinci Energia to a well-diversified portfolio.
About Vinci Energia Performance
By analyzing Vinci Energia's fundamental ratios, stakeholders can gain valuable insights into Vinci Energia's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Vinci Energia 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 Vinci Energia has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| Vinci Energia Fundo generated a negative expected return over the last 90 days | |
| Vinci Energia Fundo has high historical volatility and very poor performance |
Other Information on Investing in Vinci Etf
Vinci Energia financial ratios help investors to determine whether Vinci Etf 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 Vinci with respect to the benefits of owning Vinci Energia security.