Ibervalles SOCIMI (Spain) Performance
| YIBV Stock | 6.45 0.30 4.88% |
On a scale of 0 to 100, Ibervalles SOCIMI holds a performance score of 9. The company retains a Market Volatility (i.e., Beta) of 0.13, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Ibervalles SOCIMI's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ibervalles SOCIMI is expected to be smaller as well. Please check Ibervalles SOCIMI's jensen alpha, treynor ratio, and the relationship between the information ratio and total risk alpha , to make a quick decision on whether Ibervalles SOCIMI's current trending patterns will revert.
Risk-Adjusted Performance
9 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in Ibervalles SOCIMI SA are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. In spite of rather unsteady fundamental indicators, Ibervalles SOCIMI exhibited solid returns over the last few months and may actually be approaching a breakup point. ...more
Ibervalles |
Ibervalles SOCIMI Relative Risk vs. Return Landscape
If you would invest 565.00 in Ibervalles SOCIMI SA on August 24, 2024 and sell it today you would earn a total of 80.00 from holding Ibervalles SOCIMI SA or generate 14.16% return on investment over 90 days. Ibervalles SOCIMI SA is generating 0.2178% of daily returns and assumes 1.7562% volatility on return distribution over the 90 days horizon. Simply put, 15% of stocks are less volatile than Ibervalles, and 96% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Ibervalles SOCIMI Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ibervalles SOCIMI's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Ibervalles SOCIMI SA, and traders can use it to determine the average amount a Ibervalles SOCIMI'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 = 0.124
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Estimated Market Risk
| 1.76 actual daily | 15 85% of assets are more volatile |
Expected Return
| 0.22 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.12 actual daily | 9 91% of assets perform better |
Based on monthly moving average Ibervalles SOCIMI is performing at about 9% 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 Ibervalles SOCIMI by adding it to a well-diversified portfolio.
Things to note about Ibervalles SOCIMI performance evaluation
Checking the ongoing alerts about Ibervalles SOCIMI for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Ibervalles SOCIMI help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Ibervalles SOCIMI's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Ibervalles SOCIMI's stock performance include:- Analyzing Ibervalles SOCIMI'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 Ibervalles SOCIMI's stock is overvalued or undervalued compared to its peers.
- Examining Ibervalles SOCIMI'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 Ibervalles SOCIMI's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Ibervalles SOCIMI's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Ibervalles SOCIMI's stock. These opinions can provide insight into Ibervalles SOCIMI's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Ibervalles Stock analysis
When running Ibervalles SOCIMI's price analysis, check to measure Ibervalles SOCIMI's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Ibervalles SOCIMI is operating at the current time. Most of Ibervalles SOCIMI's value examination focuses on studying past and present price action to predict the probability of Ibervalles SOCIMI's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ibervalles SOCIMI's price. Additionally, you may evaluate how the addition of Ibervalles SOCIMI to your portfolios can decrease your overall portfolio volatility.
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