NAVI CRDITO (Brazil) Manager Performance Evaluation
| NCRI11 Fund | 8.40 0.30 3.45% |
The entity secures a Beta (Market Risk) of 0.4, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, NAVI CRDITO's returns are expected to increase less than the market. However, during the bear market, the loss of holding NAVI CRDITO is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days NAVI CRDITO IMOBILIRIO has generated negative risk-adjusted returns adding no value to fund investors. Despite somewhat strong basic indicators, NAVI CRDITO is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...moreNAVI |
NAVI CRDITO Relative Risk vs. Return Landscape
If you would invest 865.00 in NAVI CRDITO IMOBILIRIO on August 24, 2024 and sell it today you would lose (25.00) from holding NAVI CRDITO IMOBILIRIO or give up 2.89% of portfolio value over 90 days. NAVI CRDITO IMOBILIRIO is generating negative expected returns and assumes 2.2036% volatility on return distribution over the 90 days horizon. Simply put, 19% of funds are less volatile than NAVI, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
NAVI CRDITO Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for NAVI CRDITO's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as NAVI CRDITO IMOBILIRIO, and traders can use it to determine the average amount a NAVI CRDITO'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 = -0.0106
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | NCRI11 |
Estimated Market Risk
| 2.2 actual daily | 19 81% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average NAVI CRDITO 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 NAVI CRDITO by adding NAVI CRDITO to a well-diversified portfolio.
Things to note about NAVI CRDITO IMOBILIRIO performance evaluation
Checking the ongoing alerts about NAVI CRDITO for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for NAVI CRDITO IMOBILIRIO help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| NAVI CRDITO generated a negative expected return over the last 90 days |
- Analyzing NAVI CRDITO'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 NAVI CRDITO's stock is overvalued or undervalued compared to its peers.
- Examining NAVI CRDITO'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 NAVI CRDITO's management team can have a significant impact on its success or failure. Reviewing the track record and experience of NAVI CRDITO's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of NAVI CRDITO's fund. These opinions can provide insight into NAVI CRDITO's potential for growth and whether the stock is currently undervalued or overvalued.
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