Naranja Standard (Spain) Manager Performance Evaluation
| 0P00000XI6 | 136.23 0.00 0.00% |
The fund secures a Beta (Market Risk) of 0.0107, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Naranja Standard's returns are expected to increase less than the market. However, during the bear market, the loss of holding Naranja Standard is expected to be smaller as well.
Risk-Adjusted Performance
18 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Naranja Standard Poors are ranked lower than 18 (%) of all funds and portfolios of funds over the last 90 days. Despite somewhat unsteady basic indicators, Naranja Standard sustained solid returns over the last few months and may actually be approaching a breakup point.
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Naranja Standard Relative Risk vs. Return Landscape
If you would invest 12,019 in Naranja Standard Poors on September 3, 2024 and sell it today you would earn a total of 1,604 from holding Naranja Standard Poors or generate 13.35% return on investment over 90 days. Naranja Standard Poors is generating 0.2028% of daily returns and assumes 0.8723% volatility on return distribution over the 90 days horizon. Simply put, 7% of funds are less volatile than Naranja, and 96% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Naranja Standard Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Naranja Standard's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Naranja Standard Poors, and traders can use it to determine the average amount a Naranja Standard'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 = 0.2324
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.87 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.2 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.23 actual daily | 18 82% of assets perform better |
Based on monthly moving average Naranja Standard is performing at about 18% 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 Naranja Standard by adding it to a well-diversified portfolio.
Things to note about Naranja Standard Poors performance evaluation
Checking the ongoing alerts about Naranja Standard for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Naranja Standard Poors help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Naranja Standard's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Naranja Standard's fund performance include:- Analyzing Naranja Standard'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 Naranja Standard's stock is overvalued or undervalued compared to its peers.
- Examining Naranja Standard'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 Naranja Standard's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Naranja Standard's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Naranja Standard's fund. These opinions can provide insight into Naranja Standard's potential for growth and whether the stock is currently undervalued or overvalued.
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