JS Real (Brazil) Manager Performance Evaluation
| JSRE11 Fund | BRL 58.52 1.54 2.56% |
The fund owns a Beta (Systematic Risk) of -0.12, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning JS Real are expected to decrease at a much lower rate. During the bear market, JS Real is likely to outperform the market.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days JS Real Estate 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| Quick Ratio | 6.71 | |
| Fifty Two Week Low | 67.68 | |
| Fifty Two Week High | 89.96 |
JSRE11 |
JS Real Relative Risk vs. Return Landscape
If you would invest 6,400 in JS Real Estate on August 31, 2024 and sell it today you would lose (548.00) from holding JS Real Estate or give up 8.56% of portfolio value over 90 days. JS Real Estate is generating negative expected returns and assumes 0.9797% volatility on return distribution over the 90 days horizon. Simply put, 8% of funds are less volatile than JSRE11, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
JS Real Current Valuation
Overvalued
Today
Please note that JS Real's price fluctuation is very steady at this time. At this time, the entity appears to be overvalued. JS Real Estate owns a latest Real Value of R$54.98 per share. The recent price of the fund is R$58.52. We determine the value of JS Real Estate from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage taking in undervalued funds and trading overvalued funds since, sooner or later, fund prices and their ongoing real values will blend.
Since JS Real is currently traded on the exchange, buyers and sellers on that exchange determine the market value of JSRE11 Fund. However, JS Real'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 58.52 | Real 54.98 | Hype 58.52 | Naive 58.93 |
The real value of JSRE11 Fund, also known as its intrinsic value, is the underlying worth of JS Real Estate Fund, which is reflected in its stock price. It is based on JS Real's financial performance, growth prospects, management team, or industry conditions. The intrinsic value of JS Real'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 JS Real Estate helps investors to forecast how JSRE11 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 JS Real more accurately as focusing exclusively on JS Real's fundamentals will not take into account other important factors: JS Real Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for JS Real's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as JS Real Estate, and traders can use it to determine the average amount a JS Real'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 = -0.1424
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | JSRE11 |
Estimated Market Risk
| 0.98 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.14 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.14 actual daily | 0 Most of other assets perform better |
Based on monthly moving average JS Real 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 JS Real by adding JS Real to a well-diversified portfolio.
JS Real Fundamentals Growth
JSRE11 Fund prices reflect investors' perceptions of the future prospects and financial health of JS Real, and JS Real 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 JSRE11 Fund performance.
| Return On Equity | 6.51 | |||
| Return On Asset | 2.85 | |||
| Profit Margin | 112.34 % | |||
| Operating Margin | 79.87 % | |||
| Current Valuation | 1.59 B | |||
| Shares Outstanding | 20.77 M | |||
| Price To Earning | 13.85 X | |||
| Price To Book | 0.76 X | |||
| Price To Sales | 15.56 X | |||
| Revenue | 114.79 M | |||
| Book Value Per Share | 113.80 X | |||
| Cash Flow From Operations | 209.66 M | |||
| Earnings Per Share | 6.21 X | |||
About JS Real Performance
By analyzing JS Real's fundamental ratios, stakeholders can gain valuable insights into JS Real's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if JS Real 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 JS Real 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 JS Real Estate performance evaluation
Checking the ongoing alerts about JS Real for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for JS Real Estate help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| JS Real Estate generated a negative expected return over the last 90 days |
- Analyzing JS Real'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 JS Real's stock is overvalued or undervalued compared to its peers.
- Examining JS Real'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 JS Real's management team can have a significant impact on its success or failure. Reviewing the track record and experience of JS Real's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of JS Real's fund. These opinions can provide insight into JS Real's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in JSRE11 Fund
JS Real financial ratios help investors to determine whether JSRE11 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 JSRE11 with respect to the benefits of owning JS Real security.
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Equity Valuation Check real value of public entities based on technical and fundamental data | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation |