Naranja Renta (Spain) Manager Performance Evaluation
| 0P00000XI7 | 51.82 0.03 0.06% |
The fund secures a Beta (Market Risk) of -0.0295, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Naranja Renta are expected to decrease at a much lower rate. During the bear market, Naranja Renta is likely to outperform the market.
Risk-Adjusted Performance
8 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in Naranja Renta Fija are ranked lower than 8 (%) of all funds and portfolios of funds over the last 90 days. Despite somewhat strong basic indicators, Naranja Renta is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors.
...moreNaranja |
Naranja Renta Relative Risk vs. Return Landscape
If you would invest 5,132 in Naranja Renta Fija on August 26, 2024 and sell it today you would earn a total of 50.00 from holding Naranja Renta Fija or generate 0.97% return on investment over 90 days. Naranja Renta Fija is generating 0.0184% of daily returns and assumes 0.1615% volatility on return distribution over the 90 days horizon. Simply put, 1% of funds are less volatile than Naranja, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Naranja Renta Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Naranja Renta's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Naranja Renta Fija, and traders can use it to determine the average amount a Naranja Renta'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 = 0.1141
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| Negative Returns | 0P00000XI7 |
Estimated Market Risk
| 0.16 actual daily | 1 99% of assets are more volatile |
Expected Return
| 0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.11 actual daily | 8 92% of assets perform better |
Based on monthly moving average Naranja Renta is performing at about 8% 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 Renta by adding it to a well-diversified portfolio.
Things to note about Naranja Renta Fija performance evaluation
Checking the ongoing alerts about Naranja Renta for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Naranja Renta Fija help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Naranja Renta's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Naranja Renta's fund performance include:- Analyzing Naranja Renta'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 Renta's stock is overvalued or undervalued compared to its peers.
- Examining Naranja Renta'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 Renta's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Naranja Renta's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Naranja Renta's fund. These opinions can provide insight into Naranja Renta's potential for growth and whether the stock is currently undervalued or overvalued.
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges |