ZAVIT REAL (Brazil) Manager Performance Evaluation
| ZAVI11 Fund | 104.36 0.83 0.79% |
The entity maintains a market beta of 0.0333, which attests to not very significant fluctuations relative to the market. As returns on the market increase, ZAVIT REAL's returns are expected to increase less than the market. However, during the bear market, the loss of holding ZAVIT REAL is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days ZAVIT REAL ESTATE has generated negative risk-adjusted returns adding no value to fund investors. Despite somewhat strong basic indicators, ZAVIT REAL is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...moreZAVIT |
ZAVIT REAL Relative Risk vs. Return Landscape
If you would invest 11,094 in ZAVIT REAL ESTATE on August 27, 2024 and sell it today you would lose (658.00) from holding ZAVIT REAL ESTATE or give up 5.93% of portfolio value over 90 days. ZAVIT REAL ESTATE is generating negative expected returns and assumes 1.7708% volatility on return distribution over the 90 days horizon. Simply put, 15% of funds are less volatile than ZAVIT, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ZAVIT REAL Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ZAVIT REAL's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as ZAVIT REAL ESTATE, and traders can use it to determine the average amount a ZAVIT REAL'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 = -0.046
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| Negative Returns | ZAVI11 |
Estimated Market Risk
| 1.77 actual daily | 15 85% of assets are more volatile |
Expected Return
| -0.08 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 ZAVIT REAL 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 ZAVIT REAL by adding ZAVIT REAL to a well-diversified portfolio.
Things to note about ZAVIT REAL ESTATE performance evaluation
Checking the ongoing alerts about ZAVIT REAL for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for ZAVIT REAL ESTATE help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| ZAVIT REAL ESTATE generated a negative expected return over the last 90 days |
- Analyzing ZAVIT REAL'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 ZAVIT REAL's stock is overvalued or undervalued compared to its peers.
- Examining ZAVIT REAL'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 ZAVIT REAL's management team can have a significant impact on its success or failure. Reviewing the track record and experience of ZAVIT REAL's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of ZAVIT REAL's fund. These opinions can provide insight into ZAVIT REAL's potential for growth and whether the stock is currently undervalued or overvalued.
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