Fica Empreendimentos (Brazil) Performance
| FIEI3 Stock | 11.00 0.00 0.00% |
On a scale of 0 to 100, Fica Empreendimentos holds a performance score of 7. The firm shows a Beta (market volatility) of -0.62, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Fica Empreendimentos are expected to decrease at a much lower rate. During the bear market, Fica Empreendimentos is likely to outperform the market. Please check Fica Empreendimentos' downside deviation, information ratio, and the relationship between the semi deviation and variance , to make a quick decision on whether Fica Empreendimentos' price patterns will revert.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Fica Empreendimentos Imobiliarios are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively weak basic indicators, Fica Empreendimentos unveiled solid returns over the last few months and may actually be approaching a breakup point. ...more
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Fica Empreendimentos Relative Risk vs. Return Landscape
If you would invest 895.00 in Fica Empreendimentos Imobiliarios on August 28, 2024 and sell it today you would earn a total of 205.00 from holding Fica Empreendimentos Imobiliarios or generate 22.91% return on investment over 90 days. Fica Empreendimentos Imobiliarios is generating 0.4256% of daily returns and assumes 4.3603% volatility on return distribution over the 90 days horizon. Simply put, 38% of stocks are less volatile than Fica, and 92% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Fica Empreendimentos Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fica Empreendimentos' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Fica Empreendimentos Imobiliarios, and traders can use it to determine the average amount a Fica Empreendimentos' 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 = 0.0976
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Estimated Market Risk
| 4.36 actual daily | 38 62% of assets are more volatile |
Expected Return
| 0.43 actual daily | 8 92% of assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 7 93% of assets perform better |
Based on monthly moving average Fica Empreendimentos is performing at about 7% 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 Fica Empreendimentos by adding it to a well-diversified portfolio.
Things to note about Fica Empreendimentos performance evaluation
Checking the ongoing alerts about Fica Empreendimentos for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Fica Empreendimentos help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Fica Empreendimentos had very high historical volatility over the last 90 days |
- Analyzing Fica Empreendimentos' 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 Fica Empreendimentos' stock is overvalued or undervalued compared to its peers.
- Examining Fica Empreendimentos' 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 Fica Empreendimentos' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Fica Empreendimentos' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Fica Empreendimentos' stock. These opinions can provide insight into Fica Empreendimentos' potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Fica Stock Analysis
When running Fica Empreendimentos' price analysis, check to measure Fica Empreendimentos' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Fica Empreendimentos is operating at the current time. Most of Fica Empreendimentos' value examination focuses on studying past and present price action to predict the probability of Fica Empreendimentos' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fica Empreendimentos' price. Additionally, you may evaluate how the addition of Fica Empreendimentos to your portfolios can decrease your overall portfolio volatility.