Sparinvest Mellemlange Competition
| SPIMLOKLA | DKK 97.28 0.08 0.08% |
Sparinvest |
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Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sparinvest Mellemlange's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Sparinvest Mellemlange Competition Correlation Matrix
Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between Sparinvest Mellemlange and its competitors represents the degree of relationship between the price movements of corresponding funds. A correlation of about +1.0 implies that the price of Sparinvest and its corresponding peer move in tandem. A correlation of -1.0 means that prices move in opposite directions. A correlation of close to zero suggests that the price movements of assets are uncorrelated; in other words, the historical price movement of Sparinvest Mellemlange does not affect the price movement of the other competitor.
| 0.37 | 0.39 | 0.0 | 0.39 | 0.0 | 0.0 | 0.55 | 0.0 | SPILOLKLA | ||
| 0.37 | 0.89 | 0.0 | 0.45 | 0.0 | 0.0 | 0.8 | 0.0 | SPIVEMKLA | ||
| 0.39 | 0.89 | 0.0 | 0.52 | 0.0 | 0.0 | 0.88 | 0.0 | SPIEUGKL | ||
| 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | SPIEMVKLA | ||
| 0.39 | 0.45 | 0.52 | 0.0 | 0.0 | 0.0 | 0.74 | 0.0 | SPIEUVKL | ||
| 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | SSISEURR | ||
| 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | SPIJASKL | ||
| 0.55 | 0.8 | 0.88 | 0.0 | 0.74 | 0.0 | 0.0 | 0.0 | SPVIHRKL | ||
| 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | SPIGVBKLA | ||
| Click cells to compare fundamentals | Check Volatility | Backtest Portfolio |
High positive correlations
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Risk-Adjusted Indicators
There is a big difference between Sparinvest Fund performing well and Sparinvest Mellemlange Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Sparinvest Mellemlange's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| SPILOLKLA | 0.23 | (0.01) | (0.31) | (0.03) | 0.23 | 0.49 | 1.51 | |||
| SPIVEMKLA | 0.60 | 0.05 | (0.01) | 0.26 | 0.80 | 1.48 | 6.44 | |||
| SPIEUGKL | 0.46 | 0.03 | (0.05) | 0.26 | 0.58 | 1.20 | 3.30 | |||
| SPIEMVKLA | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| SPIEUVKL | 0.53 | (0.02) | (0.06) | (0.03) | 1.35 | 0.82 | 5.38 | |||
| SSISEURR | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| SPIJASKL | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| SPVIHRKL | 0.36 | (0.02) | (0.13) | (0.02) | 0.60 | 0.77 | 2.69 | |||
| SPIGVBKLA | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Sparinvest Mellemlange Competitive Analysis
The better you understand Sparinvest Mellemlange competitors, the better chance you have of utilizing it as a position in your portfolios. From an individual investor's perspective, Sparinvest Mellemlange's competitive analysis can cover a whole range of metrics. Some of these will be more critical depending on who you are as an investor and how you react to market volatility. However, if you are locking your investment sandscape to a long-term horizon, comparing the fundamental indicator across Sparinvest Mellemlange's competition over several years is one of the best ways to analyze its investment potential.| Better Than Average | Worse Than Peers | View Performance Chart |
| SPIMLOKLA | SPILOLKLA | SPIVEMKLA | SPIEUGKL | SPIEUVKL | SPVIHRKL | |
| 0.08 97.28 Sparinvest | 0.04 90.64 Sparinvest | 0.56 133.85 Sparinvest | 1.20 161.80 Sparinvest | 0.47 115.45 Sparinvest | 0.90 117.15 Sparinvest | Market Volatility (90 Days Market Risk) |
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| Semi Variance |
Sparinvest Mellemlange Competition Performance Charts
Five steps to successful analysis of Sparinvest Mellemlange Competition
Sparinvest Mellemlange's competitive analysis is the process of researching and evaluating its competitive landscape. It provides an understanding of the strengths, weaknesses, opportunities, and threats (SWOT) faced by Sparinvest Mellemlange in relation to its competition. Sparinvest Mellemlange's competition analysis typically involves several steps, including:- Identifying the key players in the market: This involves identifying the major competitors of Sparinvest Mellemlange in the market, both direct and indirect, as well as new entrants and disruptive technologies.
- Assessing the strengths and weaknesses of each competitor: This involves evaluating each competitor's strengths and weaknesses in areas such as product offerings, market share, brand recognition, financial performance, and distribution channels.
- Understanding the competitive environment: This involves evaluating the regulatory environment, economic conditions, and other factors that may impact Sparinvest Mellemlange's competitive landscape.
- Identifying opportunities and threats: This involves using the information gathered during the analysis to identify opportunities and threats to Sparinvest Mellemlange, and developing a strategy to address them.
- Evaluating the competitive landscape: This involves understanding the competitive dynamics of the market, such as pricing, marketing, and distribution strategies, as well as analyzing the competitive advantage of each competitor.
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Check out Sparinvest Mellemlange Correlation with its peers.You can also try the Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
Please note, there is a significant difference between Sparinvest Mellemlange's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sparinvest Mellemlange is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sparinvest Mellemlange's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.