BankInvest Optima (Denmark) Performance
| BIV30A Stock | DKK 113.60 0.25 0.22% |
BankInvest Optima has a performance score of 7 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.1, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BankInvest Optima's returns are expected to increase less than the market. However, during the bear market, the loss of holding BankInvest Optima is expected to be smaller as well. BankInvest Optima right now shows a risk of 0.32%. Please confirm BankInvest Optima standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if BankInvest Optima will be following its price patterns.
Risk-Adjusted Performance
7 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in BankInvest Optima 30 are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, BankInvest Optima is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
| Fifty Two Week Low | 114.05 | |
| Fifty Two Week High | 114.10 |
BankInvest |
BankInvest Optima Relative Risk vs. Return Landscape
If you would invest 11,150 in BankInvest Optima 30 on January 26, 2024 and sell it today you would earn a total of 210.00 from holding BankInvest Optima 30 or generate 1.88% return on investment over 90 days. BankInvest Optima 30 is generating 0.0321% of daily returns and assumes 0.3161% volatility on return distribution over the 90 days horizon. Simply put, 2% of stocks are less volatile than BankInvest, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
BankInvest Optima Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for BankInvest Optima's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as BankInvest Optima 30, and traders can use it to determine the average amount a BankInvest Optima'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 = 0.1016
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| Negative Returns | BIV30A |
Estimated Market Risk
| 0.32 actual daily | 2 98% of assets are more volatile |
Expected Return
| 0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 7 93% of assets perform better |
Based on monthly moving average BankInvest Optima is performing at about 7% 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 BankInvest Optima by adding it to a well-diversified portfolio.
About BankInvest Optima Performance
To evaluate BankInvest Optima Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when BankInvest Optima generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare BankInvest Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand BankInvest Optima market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents BankInvest's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.Things to note about BankInvest Optima performance evaluation
Checking the ongoing alerts about BankInvest Optima for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for BankInvest Optima help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating BankInvest Optima's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate BankInvest Optima's stock performance include:- Analyzing BankInvest Optima'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 BankInvest Optima's stock is overvalued or undervalued compared to its peers.
- Examining BankInvest Optima'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 BankInvest Optima's management team can have a significant impact on its success or failure. Reviewing the track record and experience of BankInvest Optima's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of BankInvest Optima's stock. These opinions can provide insight into BankInvest Optima's potential for growth and whether the stock is currently undervalued or overvalued.
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in BankInvest Optima 30. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. You can also try the Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.
Complementary Tools for BankInvest Stock analysis
When running BankInvest Optima's price analysis, check to measure BankInvest Optima'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 BankInvest Optima is operating at the current time. Most of BankInvest Optima's value examination focuses on studying past and present price action to predict the probability of BankInvest Optima's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BankInvest Optima's price. Additionally, you may evaluate how the addition of BankInvest Optima to your portfolios can decrease your overall portfolio volatility.
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