Capitania Infra (Brazil) Performance
| CPTI11 Etf | BRL 86.65 0.71 0.83% |
The etf shows a Beta (market volatility) of -0.0123, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Capitania Infra are expected to decrease at a much lower rate. During the bear market, Capitania Infra is likely to outperform the market.
Risk-Adjusted Performance
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Very Weak
Over the last 90 days Capitania Infra Fic has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest weak performance, the Etf's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the ETF investors. ...more
| Fifty Two Week Low | 102.59 | |
| Fifty Two Week High | 103.07 |
Capitania |
Capitania Infra Relative Risk vs. Return Landscape
If you would invest 9,627 in Capitania Infra Fic on September 1, 2024 and sell it today you would lose (962.00) from holding Capitania Infra Fic or give up 9.99% of portfolio value over 90 days. Capitania Infra Fic is generating negative expected returns and assumes 0.7135% volatility on return distribution over the 90 days horizon. Simply put, 6% of etfs are less volatile than Capitania, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Capitania Infra Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Capitania Infra's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Capitania Infra Fic, and traders can use it to determine the average amount a Capitania Infra'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 = -0.2305
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| Negative Returns | CPTI11 |
Estimated Market Risk
| 0.71 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.16 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.23 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Capitania Infra 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 Capitania Infra by adding Capitania Infra to a well-diversified portfolio.
About Capitania Infra Performance
By analyzing Capitania Infra's fundamental ratios, stakeholders can gain valuable insights into Capitania Infra's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Capitania Infra 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 Capitania Infra has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| Capitania Infra Fic generated a negative expected return over the last 90 days |
Other Information on Investing in Capitania Etf
Capitania Infra financial ratios help investors to determine whether Capitania Etf 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 Capitania with respect to the benefits of owning Capitania Infra security.