Castello Branco (Brazil) Manager Performance Evaluation
| CBOP11 Fund | BRL 24.50 0.02 0.08% |
The fund shows a Beta (market volatility) of -0.45, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Castello Branco are expected to decrease at a much lower rate. During the bear market, Castello Branco is likely to outperform the market.
Risk-Adjusted Performance
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Weak | Strong |
Very Weak
Over the last 90 days Castello Branco Off has generated negative risk-adjusted returns adding no value to fund investors. Despite latest weak performance, the Fund's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the fund investors.
...more| Fifty Two Week Low | 66.02 | |
| Fifty Two Week High | 81.89 |
Castello |
Castello Branco Relative Risk vs. Return Landscape
If you would invest 2,805 in Castello Branco Off on August 27, 2024 and sell it today you would lose (355.00) from holding Castello Branco Off or give up 12.66% of portfolio value over 90 days. Castello Branco Off is generating negative expected returns and assumes 1.7465% volatility on return distribution over the 90 days horizon. Simply put, 15% of funds are less volatile than Castello, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Castello Branco Current Valuation
Fairly Valued
Today
Please note that Castello Branco's price fluctuation is very steady at this time. Based on Macroaxis valuation methodology, the entity is fairly valued. Castello Branco Off shows a prevailing Real Value of R$24.85 per share. The current price of the fund is R$24.5. Our model approximates the value of Castello Branco Off from analyzing the entity technical indicators and probability of bankruptcy. In general, investors favor taking in undervalued funds and trading overvalued funds since, at some point, fund prices and their ongoing real values will blend.
Since Castello Branco is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Castello Fund. However, Castello Branco'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 24.5 | Real 24.85 | Hype 24.5 | Naive 24.33 |
The real value of Castello Fund, also known as its intrinsic value, is the underlying worth of Castello Branco Off Fund, which is reflected in its stock price. It is based on Castello Branco's financial performance, growth prospects, management team, or industry conditions. The intrinsic value of Castello Branco'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 Castello Branco Off helps investors to forecast how Castello 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 Castello Branco more accurately as focusing exclusively on Castello Branco's fundamentals will not take into account other important factors: Castello Branco Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Castello Branco's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Castello Branco Off, and traders can use it to determine the average amount a Castello Branco'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 = -0.1143
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | CBOP11 |
Estimated Market Risk
| 1.75 actual daily | 15 85% of assets are more volatile |
Expected Return
| -0.2 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.11 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Castello Branco 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 Castello Branco by adding Castello Branco to a well-diversified portfolio.
Castello Branco Fundamentals Growth
Castello Fund prices reflect investors' perceptions of the future prospects and financial health of Castello Branco, and Castello Branco 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 Castello Fund performance.
About Castello Branco Performance
By analyzing Castello Branco's fundamental ratios, stakeholders can gain valuable insights into Castello Branco's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Castello Branco 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 Castello Branco has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about Castello Branco Off performance evaluation
Checking the ongoing alerts about Castello Branco for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Castello Branco Off help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Castello Branco Off generated a negative expected return over the last 90 days |
- Analyzing Castello Branco'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 Castello Branco's stock is overvalued or undervalued compared to its peers.
- Examining Castello Branco'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 Castello Branco's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Castello Branco's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Castello Branco's fund. These opinions can provide insight into Castello Branco's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Castello Fund
Castello Branco financial ratios help investors to determine whether Castello 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 Castello with respect to the benefits of owning Castello Branco security.
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