Maj Invest (Denmark) Manager Performance Evaluation
| MAJEMV Fund | 118.30 1.60 1.33% |
The fund secures a Beta (Market Risk) of -0.37, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Maj Invest are expected to decrease at a much lower rate. During the bear market, Maj Invest is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days Maj Invest Emerging has generated negative risk-adjusted returns adding no value to fund investors. Despite somewhat strong forward-looking indicators, Maj Invest is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors.
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Maj Invest Relative Risk vs. Return Landscape
If you would invest 11,903 in Maj Invest Emerging on October 9, 2024 and sell it today you would lose (73.00) from holding Maj Invest Emerging or give up 0.61% of portfolio value over 90 days. Maj Invest Emerging is generating negative expected returns and assumes 1.0826% volatility on return distribution over the 90 days horizon. Simply put, 9% of funds are less volatile than Maj, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Maj Invest Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Maj Invest's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Maj Invest Emerging, and traders can use it to determine the average amount a Maj Invest'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 = -0.0043
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | MAJEMV |
Estimated Market Risk
| 1.08 actual daily | 9 91% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Maj Invest 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 Maj Invest by adding Maj Invest to a well-diversified portfolio.
Things to note about Maj Invest Emerging performance evaluation
Checking the ongoing alerts about Maj Invest for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Maj Invest Emerging help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Maj Invest Emerging generated a negative expected return over the last 90 days |
- Analyzing Maj Invest'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 Maj Invest's stock is overvalued or undervalued compared to its peers.
- Examining Maj Invest'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 Maj Invest's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Maj Invest's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Maj Invest's fund. These opinions can provide insight into Maj Invest's potential for growth and whether the stock is currently undervalued or overvalued.
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| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments |