Sparinvest Value (Denmark) Price on October 8, 2024
| SPIVEMKLA | DKK 145.70 2.45 1.71% |
If you're considering investing in Sparinvest Fund, it is important to understand the factors that can impact its price. As of today, the current price of Sparinvest Value stands at 145.70, as last reported on the 24th of November, with the highest price reaching 145.70 and the lowest price hitting 143.90 during the day. As of now, Sparinvest Fund is very steady. Sparinvest Value Emerging owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0685, which indicates the fund had a 0.0685% return per unit of risk over the last 3 months. We have found thirty technical indicators for Sparinvest Value Emerging, which you can use to evaluate the volatility of the fund. Please validate Sparinvest Value's Coefficient Of Variation of 1402.85, semi deviation of 0.9841, and Risk Adjusted Performance of 0.0581 to confirm if the risk estimate we provide is consistent with the expected return of 0.0796%.
Sparinvest Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Sparinvest |
Sharpe Ratio = 0.0685
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | SPIVEMKLA | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.16 actual daily | 10 90% of assets are more volatile |
Expected Return
| 0.08 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average Sparinvest Value is performing at about 5% 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 Sparinvest Value by adding it to a well-diversified portfolio.
Sparinvest Value Valuation on October 8, 2024
It is possible to determine the worth of Sparinvest Value on a given historical date. On October 8, 2024 Sparinvest was worth 149.1 at the beginning of the trading date compared to the closed value of 149.7. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Sparinvest Value fund. Still, in general, we apply an absolute valuation method to find Sparinvest Value's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Sparinvest Value where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Sparinvest Value's related companies.
| Open | High | Low | Close | Volume | |
| 152.55 | 153.85 | 152.35 | 152.35 | 129.00 | |
10/08/2024 | 149.10 | 149.70 | 147.05 | 149.70 | 873.00 |
| 146.90 | 148.10 | 146.90 | 148.10 | 4.00 |
| Backtest Sparinvest Value | | | Sparinvest Value History | Previous | Next |
Sparinvest Value Trading Date Momentum on October 8, 2024
| On October 09 2024 Sparinvest Value Emerging was traded for 148.10 at the closing time. The highest price during the trading period was 148.10 and the lowest recorded bid was listed for 146.90 . There was no trading activity during the period 4.0. Lack of trading volume on October 9, 2024 contributed to the next trading day price decline. The trading price change to the next closing price was 1.07% . The trading price change to the current price is 0.27% . |
About Sparinvest Value Fund history
Sparinvest Value investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Sparinvest is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Sparinvest Value Emerging will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Sparinvest Value stock prices may prove useful in developing a viable investing in Sparinvest Value
Sparinvest Value Fund Technical Analysis
Sparinvest Value technical fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
Price Boundaries
Sparinvest Value Period Price Range
Low | November 24, 2024
| High |
0.00 | 0.00 |
Sparinvest Value Emerging cannot be verified against its exchange. Please verify the symbol is currently traded on Copenhagen Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Sparinvest Value November 24, 2024 Market Strength
Market strength indicators help investors to evaluate how Sparinvest Value fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sparinvest Value shares will generate the highest return on investment. By undertsting and applying Sparinvest Value fund market strength indicators, traders can identify Sparinvest Value Emerging entry and exit signals to maximize returns
Sparinvest Value Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Sparinvest Value's price direction in advance. Along with the technical and fundamental analysis of Sparinvest Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Sparinvest to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0581 | |||
| Jensen Alpha | 0.0103 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.1407 |
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Other Information on Investing in Sparinvest Fund
Sparinvest Value 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 Value security.
| Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
| Global Markets Map Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes |