BCV Swiss (Switzerland) Manager Performance Evaluation
| 0P0001ILO2 | 106.65 0.00 0.00% |
The entity shows a Beta (market volatility) of -0.0894, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BCV Swiss are expected to decrease at a much lower rate. During the bear market, BCV Swiss is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days BCV Swiss Equity has generated negative risk-adjusted returns adding no value to fund investors. Despite fairly strong forward indicators, BCV Swiss is not utilizing all of its potentials. The latest stock price confusion, may contribute to short-horizon losses for the traders.
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BCV Swiss Relative Risk vs. Return Landscape
If you would invest 11,304 in BCV Swiss Equity on September 26, 2024 and sell it today you would lose (629.00) from holding BCV Swiss Equity or give up 5.56% of portfolio value over 90 days. BCV Swiss Equity is generating negative expected returns and assumes 0.5562% volatility on return distribution over the 90 days horizon. Simply put, 4% of funds are less volatile than BCV, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
BCV Swiss Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for BCV Swiss' investment risk. Standard deviation is the most common way to measure market volatility of funds, such as BCV Swiss Equity, and traders can use it to determine the average amount a BCV Swiss' 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 = -0.1606
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| Negative Returns | 0P0001ILO2 |
Estimated Market Risk
| 0.56 actual daily | 4 96% of assets are more volatile |
Expected Return
| -0.09 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.16 actual daily | 0 Most of other assets perform better |
Based on monthly moving average BCV Swiss 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 BCV Swiss by adding BCV Swiss to a well-diversified portfolio.
Things to note about BCV Swiss Equity performance evaluation
Checking the ongoing alerts about BCV Swiss for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for BCV Swiss Equity help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| BCV Swiss Equity generated a negative expected return over the last 90 days |
- Analyzing BCV Swiss' 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 BCV Swiss' stock is overvalued or undervalued compared to its peers.
- Examining BCV Swiss' 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 BCV Swiss' management team can have a significant impact on its success or failure. Reviewing the track record and experience of BCV Swiss' management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of BCV Swiss' fund. These opinions can provide insight into BCV Swiss' potential for growth and whether the stock is currently undervalued or overvalued.
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk |