Sparinvest INDEX (Denmark) Price History
If you're considering investing in Sparinvest Fund, it is important to understand the factors that can impact its price. As of now, Sparinvest Fund is very steady. Sparinvest INDEX Global owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0489, which indicates the fund had a 0.0489% return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Sparinvest INDEX Global, which you can use to evaluate the volatility of the fund. Please validate Sparinvest INDEX's Coefficient Of Variation of 2043.52, risk adjusted performance of 0.0379, and Semi Deviation of 0.4542 to confirm if the risk estimate we provide is consistent with the expected return of 0.0316%.
Sparinvest Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Sparinvest |
Sharpe Ratio = 0.0489
Best Portfolio | Best Equity | |||
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Cash | Small Risk | Average Risk | High Risk | Huge Risk |
Negative Returns | SPVIGAMRAKL |
Estimated Market Risk
0.65 actual daily | 5 95% of assets are more volatile |
Expected Return
0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
0.05 actual daily | 3 97% of assets perform better |
Based on monthly moving average Sparinvest INDEX is performing at about 3% 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 INDEX by adding it to a well-diversified portfolio.
Sparinvest INDEX Fund Price History Chart
There are several ways to analyze Sparinvest INDEX Global Fund price data. The simplest method is using a basic Sparinvest candlestick price chart, which shows Sparinvest INDEX price history and the buying and selling dynamics of a specified period. Many traders also use subjective judgment to their trading calls, avoiding the need to trade based on technical analysis.
No Historical data is available at this time
IMAT | 2.39 | ||||
ATX | 1.47 | ||||
PSEI | 1.38 | ||||
HNX 30 | 1.35 | ||||
WIG 30 | 1.30 | ||||
GDAXI | 1.20 | ||||
ATG | 1.18 | ||||
KLTE | 1.13 | ||||
PSI 20 | 1.07 | ||||
Budapest | 0.94 | ||||
ISEQ 20 | 0.91 | ||||
IDX 30 | 0.65 | ||||
IBEX 35 | 0.64 | ||||
CFMDIVO | 0.63 | ||||
TWII | 0.53 | ||||
OSEFX | 0.51 | ||||
ASCX | 0.47 | ||||
Tel Aviv | 0.41 | ||||
NYA | 0.30 | ||||
XELKT | 0.19 | ||||
BETNG | 0.12 | ||||
MERV | 0.00 | ||||
SLI | 0.0005 | ||||
MXX | 0.02 | ||||
APACXJ | 0.18 | ||||
CROBEX | 0.18 | ||||
AXDI | 0.31 | ||||
BELS | 0.44 | ||||
SET | 0.88 | ||||
PX | 1.47 |
About Sparinvest INDEX Fund history
Sparinvest INDEX investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Sparinvest is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Sparinvest INDEX Global will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Sparinvest INDEX stock prices may prove useful in developing a viable investing in Sparinvest INDEX
Sparinvest INDEX Fund Technical Analysis
Sparinvest INDEX technical fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
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Sparinvest INDEX Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Sparinvest INDEX's price direction in advance. Along with the technical and fundamental analysis of Sparinvest Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Sparinvest to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
Risk Adjusted Performance | 0.0379 | |||
Jensen Alpha | 0.0198 | |||
Total Risk Alpha | 0.0064 | |||
Sortino Ratio | 0.0036 | |||
Treynor Ratio | 0.2462 |
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Other Information on Investing in Sparinvest Fund
Sparinvest INDEX 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 INDEX security.
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