Ibervalles SOCIMI (Spain) Performance
| YIBV Stock | 6.30 0.05 0.80% |
The company retains a Market Volatility (i.e., Beta) of -0.14, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ibervalles SOCIMI are expected to decrease at a much lower rate. During the bear market, Ibervalles SOCIMI is likely to outperform the market. At this point, Ibervalles SOCIMI has a negative expected return of -0.0361%. Please make sure to check out Ibervalles SOCIMI's information ratio, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if Ibervalles SOCIMI performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Ibervalles SOCIMI SA has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound fundamental indicators, Ibervalles SOCIMI is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
Ibervalles |
Ibervalles SOCIMI Relative Risk vs. Return Landscape
If you would invest 645.00 in Ibervalles SOCIMI SA on October 26, 2024 and sell it today you would lose (15.00) from holding Ibervalles SOCIMI SA or give up 2.33% of portfolio value over 90 days. Ibervalles SOCIMI SA is generating negative expected returns and assumes 0.7139% volatility on return distribution over the 90 days horizon. Simply put, 6% of stocks are less volatile than Ibervalles, and 99% 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 = -0.0505
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| Negative Returns | YIBV |
Estimated Market Risk
| 0.71 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Ibervalles SOCIMI 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 Ibervalles SOCIMI by adding Ibervalles SOCIMI 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.| Ibervalles SOCIMI generated a negative expected return over the last 90 days |
- 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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