JS Real (Brazil) Manager Performance Evaluation

JSRE11 Fund  BRL 67.71  0.54  0.80%   
The fund owns a Beta (Systematic Risk) of -0.0272, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning JS Real are expected to decrease at a much lower rate. During the bear market, JS Real is likely to outperform the market.

Risk-Adjusted Performance

Fair

 
Weak
 
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in JS Real Estate are ranked lower than 7 (%) of all funds and portfolios of funds over the last 90 days. Despite somewhat strong basic indicators, JS Real is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
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Quick Ratio6.71
Fifty Two Week Low67.68
Fifty Two Week High89.96
  

JS Real Relative Risk vs. Return Landscape

If you would invest  6,437  in JS Real Estate on November 23, 2025 and sell it today you would earn a total of  334.00  from holding JS Real Estate or generate 5.19% return on investment over 90 days. JS Real Estate is generating 0.0906% of daily returns and assumes 0.9948% volatility on return distribution over the 90 days horizon. Simply put, 8% of funds are less volatile than JSRE11, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days trading horizon JS Real is expected to generate 1.25 times less return on investment than the market. In addition to that, the company is 1.33 times more volatile than its market benchmark. It trades about 0.09 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.15 per unit of volatility.

JS Real Current Valuation

Overvalued
Today
67.71
Please note that JS Real's price fluctuation is very steady at this time. At this time, the entity appears to be overvalued. JS Real Estate owns a latest Real Value of R$61.65 per share. The recent price of the fund is R$67.71. We determine the value of JS Real Estate from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage taking in undervalued funds and trading overvalued funds since, sooner or later, fund prices and their ongoing real values will blend.
Since JS Real is currently traded on the exchange, buyers and sellers on that exchange determine the market value of JSRE11 Fund. However, JS Real's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value.
Historical Market  67.71 Real  61.65 Hype  67.71 Naive  66.59
The real value of JSRE11 Fund, also known as its intrinsic value, is the underlying worth of JS Real Estate Fund, which is reflected in its stock price. It is based on JS Real's financial performance, growth prospects, management team, or industry conditions. The intrinsic value of JS Real's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, or news.
61.65
Real Value
74.48
Upside
Estimating the potential upside or downside of JS Real Estate helps investors to forecast how JSRE11 fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of JS Real more accurately as focusing exclusively on JS Real's fundamentals will not take into account other important factors:
Bollinger
Band Projection (param)
LowerMiddle BandUpper
46.9267.1087.29
Details
Hype
Prediction
LowEstimatedHigh
66.7267.7168.70
Details
Naive
Forecast
LowNext ValueHigh
65.5966.5967.58
Details

JS Real Target Price Odds to finish over Current Price

The tendency of JSRE11 Fund price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
Current PriceHorizonTarget PriceOdds to move above the current price in 90 days
 67.71 90 days 67.71 
about 9.98
Based on a normal probability distribution, the odds of JS Real to move above the current price in 90 days from now is about 9.98 (This JS Real Estate probability density function shows the probability of JSRE11 Fund to fall within a particular range of prices over 90 days) .
Assuming the 90 days trading horizon JS Real Estate has a beta of -0.0272. This indicates as returns on the benchmark increase, returns on holding JS Real are expected to decrease at a much lower rate. During a bear market, however, JS Real Estate is likely to outperform the market. Additionally JS Real Estate has an alpha of 0.1093, implying that it can generate a 0.11 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta).
   JS Real Price Density   
       Price  

Predictive Modules for JS Real

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as JS Real Estate. Regardless of method or technology, however, to accurately forecast the fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the fund market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Hype
Prediction
LowEstimatedHigh
66.7267.7168.70
Details
Intrinsic
Valuation
LowRealHigh
60.6661.6574.48
Details
Naive
Forecast
LowNextHigh
65.5966.5967.58
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
46.9267.1087.29
Details

JS Real Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. JS Real is not an exception. The market had few large corrections towards the JS Real's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold JS Real Estate, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of JS Real within the framework of very fundamental risk indicators.
α
Alpha over Dow Jones
0.11
β
Beta against Dow Jones-0.03
σ
Overall volatility
1.84
Ir
Information ratio 0.04

JS Real Price Density Drivers

Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of JSRE11 Fund often depends not only on the future outlook of the current and potential JS Real's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. JS Real's indicators that are reflective of the short sentiment are summarized in the table below.
Average Daily Volume Last 10 Day32.77k
Average Daily Volume In Three Month38.93k

JS Real Fundamentals Growth

JSRE11 Fund prices reflect investors' perceptions of the future prospects and financial health of JS Real, and JS Real fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on JSRE11 Fund performance.

About JS Real Performance

By analyzing JS Real's fundamental ratios, stakeholders can gain valuable insights into JS Real's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if JS Real 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 JS Real 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 JS Real Estate performance evaluation

Checking the ongoing alerts about JS Real for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for JS Real Estate help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Evaluating JS Real's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate JS Real's fund performance include:
  • Analyzing JS Real'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 JS Real's stock is overvalued or undervalued compared to its peers.
  • Examining JS Real'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 JS Real's management team can have a significant impact on its success or failure. Reviewing the track record and experience of JS Real's management team can help you assess the Fund's leadership.
  • Pay attention to analyst opinions and ratings of JS Real's fund. These opinions can provide insight into JS Real's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating JS Real's fund performance is not an exact science, and many factors can impact JS Real's fund market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.

Other Information on Investing in JSRE11 Fund

JS Real financial ratios help investors to determine whether JSRE11 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 JSRE11 with respect to the benefits of owning JS Real security.
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