Maj Invest (Denmark) Manager Performance Evaluation
| MAJEMV Fund | 119.50 2.05 1.69% |
The fund secures a Beta (Market Risk) of 0.3, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Maj Invest's returns are expected to increase less than the market. However, during the bear market, the loss of holding Maj Invest is expected to be smaller as well.
Risk-Adjusted Performance
8 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in Maj Invest Emerging are ranked lower than 8 (%) of all funds and portfolios of funds over the last 90 days. Despite somewhat unfluctuating forward-looking indicators, Maj Invest may actually be approaching a critical reversion point that can send shares even higher in January 2025.
...moreMaj |
Maj Invest Relative Risk vs. Return Landscape
If you would invest 10,978 in Maj Invest Emerging on September 12, 2024 and sell it today you would earn a total of 972.00 from holding Maj Invest Emerging or generate 8.85% return on investment over 90 days. Maj Invest Emerging is generating 0.1411% of daily returns and assumes 1.3149% volatility on return distribution over the 90 days horizon. Simply put, 11% of funds are less volatile than Maj, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Maj Invest Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Maj Invest's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Maj Invest Emerging, and traders can use it to determine the average amount a Maj Invest'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 = 0.1073
| Best Portfolio | Best Equity | |||
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| Cash | MAJEMV | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.31 actual daily | 11 89% of assets are more volatile |
Expected Return
| 0.14 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.11 actual daily | 8 92% of assets perform better |
Based on monthly moving average Maj Invest is performing at about 8% 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 Maj Invest by adding it to a well-diversified portfolio.
Things to note about Maj Invest Emerging performance evaluation
Checking the ongoing alerts about Maj Invest for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Maj Invest Emerging help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Maj Invest's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Maj Invest's fund performance include:- Analyzing Maj Invest'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 Maj Invest's stock is overvalued or undervalued compared to its peers.
- Examining Maj Invest'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 Maj Invest's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Maj Invest's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Maj Invest's fund. These opinions can provide insight into Maj Invest's potential for growth and whether the stock is currently undervalued or overvalued.
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