MBI Administradora (Chile) Performance
| CFIMBDPA-E | CLP 27,351 165.17 0.60% |
The entity secures a Beta (Market Risk) of 1.03, which conveys a somewhat significant risk relative to the market. MBI Administradora returns are very sensitive to returns on the market. As the market goes up or down, MBI Administradora is expected to follow.
Risk-Adjusted Performance
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Weak
Compared to the overall equity markets, risk-adjusted returns on investments in MBI Administradora General are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. Even with relatively invariable basic indicators, MBI Administradora is not utilizing all of its potentials. The current stock price agitation, may contribute to short-term losses for the retail investors. ...more
| Fifty Two Week Low | 33,085.69 | |
| Fifty Two Week High | 33,085.69 |
MBI |
MBI Administradora Relative Risk vs. Return Landscape
If you would invest 2,711,414 in MBI Administradora General on September 12, 2024 and sell it today you would earn a total of 23,669 from holding MBI Administradora General or generate 0.87% return on investment over 90 days. MBI Administradora General is generating 0.0317% of daily returns and assumes 1.8699% volatility on return distribution over the 90 days horizon. Simply put, 16% of etfs are less volatile than MBI, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
MBI Administradora Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for MBI Administradora's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as MBI Administradora General, and traders can use it to determine the average amount a MBI Administradora'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 = 0.0169
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| Negative Returns | CFIMBDPA-E |
Estimated Market Risk
| 1.87 actual daily | 16 84% of assets are more volatile |
Expected Return
| 0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
Based on monthly moving average MBI Administradora is performing at about 1% 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 MBI Administradora by adding it to a well-diversified portfolio.
About MBI Administradora Performance
Assessing MBI Administradora's fundamental ratios provides investors with valuable insights into MBI Administradora's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the MBI Administradora is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.