Centaur Bci (South Africa) Manager Performance Evaluation
| 0P0000Z6BH | 2.35 0.02 0.86% |
The fund shows a Beta (market volatility) of 0.13, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Centaur Bci's returns are expected to increase less than the market. However, during the bear market, the loss of holding Centaur Bci is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days Centaur Bci Balanced has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong basic indicators, Centaur Bci is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...moreCentaur |
Centaur Bci Relative Risk vs. Return Landscape
If you would invest 239.00 in Centaur Bci Balanced on November 6, 2024 and sell it today you would lose (4.00) from holding Centaur Bci Balanced or give up 1.67% of portfolio value over 90 days. Centaur Bci Balanced is generating negative expected returns and assumes 0.6334% volatility on return distribution over the 90 days horizon. Simply put, 5% of funds are less volatile than Centaur, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Centaur Bci Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Centaur Bci's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Centaur Bci Balanced, and traders can use it to determine the average amount a Centaur Bci'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 = -0.0413
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| Negative Returns | 0P0000Z6BH |
Estimated Market Risk
| 0.63 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
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Centaur Bci 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 Centaur Bci by adding Centaur Bci to a well-diversified portfolio.
Things to note about Centaur Bci Balanced performance evaluation
Checking the ongoing alerts about Centaur Bci for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Centaur Bci Balanced help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Centaur Bci Balanced generated a negative expected return over the last 90 days |
- Analyzing Centaur Bci'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 Centaur Bci's stock is overvalued or undervalued compared to its peers.
- Examining Centaur Bci'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 Centaur Bci's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Centaur Bci's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Centaur Bci's fund. These opinions can provide insight into Centaur Bci's potential for growth and whether the stock is currently undervalued or overvalued.
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