Fundo De (Brazil) Performance
| MBRF11 Etf | BRL 212.99 9.99 4.92% |
The etf shows a Beta (market volatility) of -0.72, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Fundo De are expected to decrease at a much lower rate. During the bear market, Fundo De is likely to outperform the market.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Fundo De Investimento has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Etf's basic indicators remain somewhat strong which may send shares a bit higher in March 2025. The current disturbance may also be a sign of long term up-swing for the ETF investors. ...more
| Quick Ratio | 6.84 | |
| Fifty Two Week Low | 759.00 | |
| Fifty Two Week High | 1,298.00 |
Fundo |
Fundo De Relative Risk vs. Return Landscape
If you would invest 34,006 in Fundo De Investimento on November 18, 2024 and sell it today you would lose (12,707) from holding Fundo De Investimento or give up 37.37% of portfolio value over 90 days. Fundo De Investimento is generating negative expected returns and assumes 4.0523% volatility on return distribution over the 90 days horizon. Simply put, 36% of etfs are less volatile than Fundo, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Fundo De Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fundo De's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Fundo De Investimento, and traders can use it to determine the average amount a Fundo De'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 = -0.1686
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | MBRF11 |
Estimated Market Risk
| 4.05 actual daily | 36 64% of assets are more volatile |
Expected Return
| -0.68 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.17 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Fundo De 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 Fundo De by adding Fundo De to a well-diversified portfolio.
Fundo De Fundamentals Growth
Fundo Etf prices reflect investors' perceptions of the future prospects and financial health of Fundo De, and Fundo De 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 Fundo Etf performance.
| Return On Equity | 16.61 | |||
| Return On Asset | 5.21 | |||
| Profit Margin | 187.25 % | |||
| Operating Margin | 94.42 % | |||
| Current Valuation | 78.08 M | |||
| Shares Outstanding | 101.66 K | |||
| Price To Earning | 3.76 X | |||
| Price To Book | 0.60 X | |||
| Price To Sales | 7.04 X | |||
| Revenue | 11.1 M | |||
| Cash Flow From Operations | 10.44 M | |||
| Earnings Per Share | 204.37 X | |||
About Fundo De Performance
By analyzing Fundo De's fundamental ratios, stakeholders can gain valuable insights into Fundo De's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Fundo De 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 Fundo De has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| Fundo De generated a negative expected return over the last 90 days | |
| Fundo De has high historical volatility and very poor performance |
Other Information on Investing in Fundo Etf
Fundo De financial ratios help investors to determine whether Fundo Etf 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 Fundo with respect to the benefits of owning Fundo De security.