BGF Global (Germany) Manager Performance Evaluation
| H2Z3 Fund | EUR 77.22 0.59 0.77% |
The fund shows a Beta (market volatility) of 0.27, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BGF Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding BGF Global is expected to be smaller as well.
Risk-Adjusted Performance
16 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in BGF Global Allocation are ranked lower than 16 (%) of all funds and portfolios of funds over the last 90 days. In spite of rather weak technical and fundamental indicators, BGF Global may actually be approaching a critical reversion point that can send shares even higher in January 2025.
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BGF Global Relative Risk vs. Return Landscape
If you would invest 7,120 in BGF Global Allocation on September 14, 2024 and sell it today you would earn a total of 602.00 from holding BGF Global Allocation or generate 8.46% return on investment over 90 days. BGF Global Allocation is generating 0.1331% of daily returns and assumes 0.6492% volatility on return distribution over the 90 days horizon. Simply put, 5% of funds are less volatile than BGF, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
BGF Global Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for BGF Global's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as BGF Global Allocation, and traders can use it to determine the average amount a BGF Global'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 = 0.205
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Estimated Market Risk
| 0.65 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.13 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.21 actual daily | 16 84% of assets perform better |
Based on monthly moving average BGF Global is performing at about 16% 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 BGF Global by adding it to a well-diversified portfolio.
About BGF Global Performance
By analyzing BGF Global's fundamental ratios, stakeholders can gain valuable insights into BGF Global's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if BGF Global 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 BGF Global has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about BGF Global Allocation performance evaluation
Checking the ongoing alerts about BGF Global for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for BGF Global Allocation help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating BGF Global's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate BGF Global's fund performance include:- Analyzing BGF Global'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 BGF Global's stock is overvalued or undervalued compared to its peers.
- Examining BGF Global'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 BGF Global's management team can have a significant impact on its success or failure. Reviewing the track record and experience of BGF Global's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of BGF Global's fund. These opinions can provide insight into BGF Global's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in BGF Fund
BGF Global financial ratios help investors to determine whether BGF Fund 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 BGF with respect to the benefits of owning BGF Global security.
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