Bb Etf (Brazil) Performance
| BBOV11 Etf | BRL 67.70 1.15 1.73% |
The etf owns a Beta (Systematic Risk) of 0.25, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bb Etf's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bb Etf is expected to be smaller as well.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Bb Etf Ibovespa has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Bb Etf is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
| Fifty Two Week Low | 57.04 | |
| Fifty Two Week High | 58.29 |
BBOV11 |
Bb Etf Relative Risk vs. Return Landscape
If you would invest 7,067 in Bb Etf Ibovespa on August 30, 2024 and sell it today you would lose (297.00) from holding Bb Etf Ibovespa or give up 4.2% of portfolio value over 90 days. Bb Etf Ibovespa is generating negative expected returns and assumes 0.7237% volatility on return distribution over the 90 days horizon. Simply put, 6% of etfs are less volatile than BBOV11, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Bb Etf Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bb Etf's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Bb Etf Ibovespa, and traders can use it to determine the average amount a Bb Etf'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 = -0.0921
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | BBOV11 |
Estimated Market Risk
| 0.72 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.07 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Bb Etf 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 Bb Etf by adding Bb Etf to a well-diversified portfolio.
About Bb Etf Performance
By analyzing Bb Etf's fundamental ratios, stakeholders can gain valuable insights into Bb Etf's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Bb Etf has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Bb Etf has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| Bb Etf Ibovespa generated a negative expected return over the last 90 days |
Other Information on Investing in BBOV11 Etf
Bb Etf financial ratios help investors to determine whether BBOV11 Etf 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 BBOV11 with respect to the benefits of owning Bb Etf security.