SPARTA INFRA (Brazil) Manager Performance Evaluation
| JURO11 Fund | 101.20 1.22 1.19% |
The entity owns a Beta (Systematic Risk) of 0.0337, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SPARTA INFRA's returns are expected to increase less than the market. However, during the bear market, the loss of holding SPARTA INFRA is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days SPARTA INFRA FIC has generated negative risk-adjusted returns adding no value to fund investors. Despite somewhat strong basic indicators, SPARTA INFRA is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...moreSPARTA |
SPARTA INFRA Relative Risk vs. Return Landscape
If you would invest 10,652 in SPARTA INFRA FIC on August 30, 2024 and sell it today you would lose (532.00) from holding SPARTA INFRA FIC or give up 4.99% of portfolio value over 90 days. SPARTA INFRA FIC is generating negative expected returns and assumes 0.5913% volatility on return distribution over the 90 days horizon. Simply put, 5% of funds are less volatile than SPARTA, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SPARTA INFRA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SPARTA INFRA's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as SPARTA INFRA FIC, and traders can use it to determine the average amount a SPARTA INFRA'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 = -0.1368
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | JURO11 |
Estimated Market Risk
| 0.59 actual daily | 5 95% of assets are more volatile |
Expected Return
| -0.08 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.14 actual daily | 0 Most of other assets perform better |
Based on monthly moving average SPARTA INFRA 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 SPARTA INFRA by adding SPARTA INFRA to a well-diversified portfolio.
Things to note about SPARTA INFRA FIC performance evaluation
Checking the ongoing alerts about SPARTA INFRA for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for SPARTA INFRA FIC help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| SPARTA INFRA FIC generated a negative expected return over the last 90 days |
- Analyzing SPARTA INFRA'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 SPARTA INFRA's stock is overvalued or undervalued compared to its peers.
- Examining SPARTA INFRA'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 SPARTA INFRA's management team can have a significant impact on its success or failure. Reviewing the track record and experience of SPARTA INFRA's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of SPARTA INFRA's fund. These opinions can provide insight into SPARTA INFRA's potential for growth and whether the stock is currently undervalued or overvalued.
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