Analytics (South Africa) Manager Performance Evaluation
| 0P0000ZSMO | 10.01 0.03 0.30% |
The fund shows a Beta (market volatility) of 0.0467, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Analytics' returns are expected to increase less than the market. However, during the bear market, the loss of holding Analytics is expected to be smaller as well.
Risk-Adjusted Performance
16 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Analytics Ci Balanced are ranked lower than 16 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong basic indicators, Analytics is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...moreAnalytics |
Analytics Relative Risk vs. Return Landscape
If you would invest 957.00 in Analytics Ci Balanced on September 12, 2024 and sell it today you would earn a total of 44.00 from holding Analytics Ci Balanced or generate 4.6% return on investment over 90 days. Analytics Ci Balanced is generating 0.072% of daily returns and assumes 0.3508% volatility on return distribution over the 90 days horizon. Simply put, 3% of funds are less volatile than Analytics, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Analytics Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Analytics' investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Analytics Ci Balanced, and traders can use it to determine the average amount a Analytics' 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 = 0.2052
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| Cash | 0P0000ZSMO | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.35 actual daily | 3 97% of assets are more volatile |
Expected Return
| 0.07 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.21 actual daily | 16 84% of assets perform better |
Based on monthly moving average Analytics is performing at about 16% 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 Analytics by adding it to a well-diversified portfolio.
Things to note about Analytics Ci Balanced performance evaluation
Checking the ongoing alerts about Analytics for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Analytics Ci Balanced help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Analytics' performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Analytics' fund performance include:- Analyzing Analytics' 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 Analytics' stock is overvalued or undervalued compared to its peers.
- Examining Analytics' 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 Analytics' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Analytics' management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Analytics' fund. These opinions can provide insight into Analytics' potential for growth and whether the stock is currently undervalued or overvalued.
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