Fundo De (Brazil) Manager Performance Evaluation
| BRCR11 Fund | BRL 41.03 0.59 1.42% |
The fund shows a Beta (market volatility) of 0.29, which means not very significant fluctuations relative to the market. As returns on the market increase, Fundo De's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fundo De is expected to be smaller as well.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Fundo de Investimento has generated negative risk-adjusted returns adding no value to fund investors. Despite weak performance in the last few months, the Fund's 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 fund investors.
...more| Quick Ratio | 3.31 | |
| Payout Ratio | 27.12% | |
| Fifty Two Week High | 92.70 | |
| Trailing Annual Dividend Yield | 23.00% |
Fundo |
Fundo De Relative Risk vs. Return Landscape
If you would invest 4,958 in Fundo de Investimento on September 12, 2024 and sell it today you would lose (855.00) from holding Fundo de Investimento or give up 17.24% of portfolio value over 90 days. Fundo de Investimento is generating negative expected returns and assumes 1.0209% volatility on return distribution over the 90 days horizon. Simply put, 9% of funds are less volatile than Fundo, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Fundo De Current Valuation
Overvalued
Today
Please note that Fundo De's price fluctuation is very steady at this time. At this time, the entity appears to be overvalued. Fundo de Investimento shows a prevailing Real Value of R$38.98 per share. The current price of the fund is R$41.03. We determine the value of Fundo de Investimento from reviewing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we advise taking in undervalued funds and trading overvalued funds since, at some point, fund prices and their ongoing real values will submerge.
Since Fundo De is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Fundo Fund. However, Fundo De's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 41.03 | Real 38.98 | Hype 41.03 | Naive 40.24 |
The real value of Fundo Fund, also known as its intrinsic value, is the underlying worth of Fundo de Investimento Fund, which is reflected in its stock price. It is based on Fundo De's financial performance, growth prospects, management team, or industry conditions. The intrinsic value of Fundo De's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, or news.
Estimating the potential upside or downside of Fundo de Investimento helps investors to forecast how Fundo fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Fundo De more accurately as focusing exclusively on Fundo De's fundamentals will not take into account other important factors: Fundo De Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fundo De's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Fundo de Investimento, and traders can use it to determine the average amount a Fundo De'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 = -0.2984
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | BRCR11 |
Estimated Market Risk
| 1.02 actual daily | 9 91% of assets are more volatile |
Expected Return
| -0.3 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.3 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Fundo De 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 Fundo De by adding Fundo De to a well-diversified portfolio.
Fundo De Fundamentals Growth
Fundo Fund prices reflect investors' perceptions of the future prospects and financial health of Fundo De, and Fundo De fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Fundo Fund performance.
| Return On Equity | 6.72 | |||
| Return On Asset | 3.58 | |||
| Profit Margin | 86.18 % | |||
| Operating Margin | 83.78 % | |||
| Current Valuation | 2.45 B | |||
| Shares Outstanding | 26.64 M | |||
| Price To Earning | 9.64 X | |||
| Price To Book | 0.64 X | |||
| Price To Sales | 8.31 X | |||
| Revenue | 219.02 M | |||
| Cash And Equivalents | 4.66 M | |||
| Cash Per Share | 0.17 X | |||
| Total Debt | 518.66 M | |||
| Debt To Equity | 0.18 % | |||
| Book Value Per Share | 106.21 X | |||
| Cash Flow From Operations | 173.42 M | |||
| Earnings Per Share | 7.09 X | |||
About Fundo De Performance
By analyzing Fundo De's fundamental ratios, stakeholders can gain valuable insights into Fundo De's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Fundo De 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 Fundo De has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Fundo de Investimento Imobilirio - FII BTG Pactual Corporate Office Fund is a real estate investment trust co-launched by BTG Pactual Servios Financeiros and BTG Pactual Gestora de Recursos Ltda. Fundo de Investimento Imobilirio - FII BTG Pactual Corporate Office Fund is domiciled in Brazil. FII BC is traded on Sao Paolo Stock Exchange in Brazil.Things to note about Fundo de Investimento performance evaluation
Checking the ongoing alerts about Fundo De for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Fundo de Investimento help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Fundo De generated a negative expected return over the last 90 days |
- Analyzing Fundo De'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 Fundo De's stock is overvalued or undervalued compared to its peers.
- Examining Fundo De'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 Fundo De's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Fundo De's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Fundo De's fund. These opinions can provide insight into Fundo De's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Fundo Fund
Fundo De financial ratios help investors to determine whether Fundo 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 Fundo with respect to the benefits of owning Fundo De security.
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated |