Xp Industrial (Brazil) Manager Performance Evaluation
| XPIN11 Fund | BRL 70.77 0.59 0.83% |
The entity owns a Beta (Systematic Risk) of -0.22, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Xp Industrial are expected to decrease at a much lower rate. During the bear market, Xp Industrial is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days Xp Industrial Fundo has generated negative risk-adjusted returns adding no value to fund investors. Despite latest weak performance, the Fund's forward indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the fund investors.
...more| Fifty Two Week Low | 116.54 | |
| Fifty Two Week High | 118.29 |
XPIN11 |
Xp Industrial Relative Risk vs. Return Landscape
If you would invest 7,805 in Xp Industrial Fundo on August 30, 2024 and sell it today you would lose (728.00) from holding Xp Industrial Fundo or give up 9.33% of portfolio value over 90 days. Xp Industrial Fundo is generating negative expected returns and assumes 0.8411% volatility on return distribution over the 90 days horizon. Simply put, 7% of funds are less volatile than XPIN11, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Xp Industrial Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xp Industrial's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Xp Industrial Fundo, and traders can use it to determine the average amount a Xp Industrial'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 = -0.1835
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | XPIN11 |
Estimated Market Risk
| 0.84 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.15 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.18 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Xp Industrial 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 Xp Industrial by adding Xp Industrial to a well-diversified portfolio.
About Xp Industrial Performance
By analyzing Xp Industrial's fundamental ratios, stakeholders can gain valuable insights into Xp Industrial's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Xp Industrial 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 Xp Industrial has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about Xp Industrial Fundo performance evaluation
Checking the ongoing alerts about Xp Industrial for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Xp Industrial Fundo help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Xp Industrial Fundo generated a negative expected return over the last 90 days |
- Analyzing Xp Industrial'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 Xp Industrial's stock is overvalued or undervalued compared to its peers.
- Examining Xp Industrial'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 Xp Industrial's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Xp Industrial's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Xp Industrial's fund. These opinions can provide insight into Xp Industrial's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in XPIN11 Fund
Xp Industrial financial ratios help investors to determine whether XPIN11 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 XPIN11 with respect to the benefits of owning Xp Industrial security.
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume |