Sparinvest Lange (Denmark) Manager Performance Evaluation
| SPILOLKLA | DKK 95.48 0.14 0.15% |
The entity has a beta of 0.0072, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sparinvest Lange's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sparinvest Lange is expected to be smaller as well.
Risk-Adjusted Performance
7 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in Sparinvest Lange are ranked lower than 7 (%) of all funds and portfolios of funds over the last 90 days. Despite quite persistent essential indicators, Sparinvest Lange is not utilizing all of its potentials. The current stock price mess, may contribute to short-term losses for the institutional investors.
...more| Fifty Two Week Low | 111.95 | |
| Fifty Two Week High | 112.15 |
Sparinvest |
Sparinvest Lange Relative Risk vs. Return Landscape
If you would invest 9,378 in Sparinvest Lange on August 27, 2024 and sell it today you would earn a total of 156.00 from holding Sparinvest Lange or generate 1.66% return on investment over 90 days. Sparinvest Lange is generating 0.0257% of daily returns and assumes 0.2621% volatility on return distribution over the 90 days horizon. Simply put, 2% of funds are less volatile than Sparinvest, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Sparinvest Lange Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sparinvest Lange's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Sparinvest Lange, and traders can use it to determine the average amount a Sparinvest Lange'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 = 0.0981
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| Negative Returns | SPILOLKLA |
Estimated Market Risk
| 0.26 actual daily | 2 98% of assets are more volatile |
Expected Return
| 0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 7 93% of assets perform better |
Based on monthly moving average Sparinvest Lange is performing at about 7% 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 Sparinvest Lange by adding it to a well-diversified portfolio.
About Sparinvest Lange Performance
By examining Sparinvest Lange's fundamental ratios, stakeholders can obtain critical insights into Sparinvest Lange's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Sparinvest Lange is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
Things to note about Sparinvest Lange performance evaluation
Checking the ongoing alerts about Sparinvest Lange for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Sparinvest Lange help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Sparinvest Lange's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Sparinvest Lange's fund performance include:- Analyzing Sparinvest Lange'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 Sparinvest Lange's stock is overvalued or undervalued compared to its peers.
- Examining Sparinvest Lange'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 Sparinvest Lange's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Sparinvest Lange's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Sparinvest Lange's fund. These opinions can provide insight into Sparinvest Lange's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Sparinvest Fund
Sparinvest Lange financial ratios help investors to determine whether Sparinvest 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 Sparinvest with respect to the benefits of owning Sparinvest Lange security.
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