Sparinvest SICAV (Denmark) Manager Performance Evaluation
| SSIPEURR | EUR 269.50 0.40 0.15% |
The entity has a beta of 0.27, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sparinvest SICAV's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sparinvest SICAV is expected to be smaller as well.
Risk-Adjusted Performance
10 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in Sparinvest SICAV Procedo are ranked lower than 10 (%) of all funds and portfolios of funds over the last 90 days. Even with relatively invariable technical and fundamental indicators, Sparinvest SICAV is not utilizing all of its potentials. The current stock price agitation, may contribute to short-term losses for the retail investors.
...more| Fifty Two Week Low | 204.80 | |
| Fifty Two Week High | 204.90 |
Sparinvest |
Sparinvest SICAV Relative Risk vs. Return Landscape
If you would invest 25,810 in Sparinvest SICAV Procedo on September 1, 2024 and sell it today you would earn a total of 1,140 from holding Sparinvest SICAV Procedo or generate 4.42% return on investment over 90 days. Sparinvest SICAV Procedo is generating 0.0677% of daily returns and assumes 0.4894% volatility on return distribution over the 90 days horizon. Simply put, 4% of funds are less volatile than Sparinvest, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Sparinvest SICAV Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sparinvest SICAV's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Sparinvest SICAV Procedo, and traders can use it to determine the average amount a Sparinvest SICAV'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 = 0.1383
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| Cash | SSIPEURR | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.49 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.07 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.14 actual daily | 10 90% of assets perform better |
Based on monthly moving average Sparinvest SICAV is performing at about 10% 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 Sparinvest SICAV by adding it to a well-diversified portfolio.
About Sparinvest SICAV Performance
Assessing Sparinvest SICAV's fundamental ratios provides investors with valuable insights into Sparinvest SICAV's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Sparinvest SICAV is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Things to note about Sparinvest SICAV Procedo performance evaluation
Checking the ongoing alerts about Sparinvest SICAV for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Sparinvest SICAV Procedo help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Sparinvest SICAV's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Sparinvest SICAV's fund performance include:- Analyzing Sparinvest SICAV'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 Sparinvest SICAV's stock is overvalued or undervalued compared to its peers.
- Examining Sparinvest SICAV'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 Sparinvest SICAV's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Sparinvest SICAV's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Sparinvest SICAV's fund. These opinions can provide insight into Sparinvest SICAV's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Sparinvest Fund
Sparinvest SICAV financial ratios help investors to determine whether Sparinvest 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 Sparinvest with respect to the benefits of owning Sparinvest SICAV security.
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