Maj Invest (Denmark) Manager Performance Evaluation
| MAJVAA Fund | DKK 172.30 0.09 0.05% |
The fund secures a Beta (Market Risk) of 0.16, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Maj Invest's returns are expected to increase less than the market. However, during the bear market, the loss of holding Maj Invest is expected to be smaller as well.
Risk-Adjusted Performance
15 of 100
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Good
Compared to the overall equity markets, risk-adjusted returns on investments in Maj Invest Value are ranked lower than 15 (%) of all funds and portfolios of funds over the last 90 days. Despite somewhat weak basic indicators, Maj Invest may actually be approaching a critical reversion point that can send shares even higher in May 2024.
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Maj Invest Relative Risk vs. Return Landscape
If you would invest 15,968 in Maj Invest Value on January 24, 2024 and sell it today you would earn a total of 1,262 from holding Maj Invest Value or generate 7.9% return on investment over 90 days. Maj Invest Value is generating 0.1269% of daily returns and assumes 0.6611% volatility on return distribution over the 90 days horizon. Simply put, 5% of funds are less volatile than Maj, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Maj Invest Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Maj Invest's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Maj Invest Value, and traders can use it to determine the average amount a Maj Invest'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 = 0.192
| Best Portfolio | Best Equity | |||
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| Cash | MAJVAA | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.66 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.13 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.19 actual daily | 15 85% of assets perform better |
Based on monthly moving average Maj Invest is performing at about 15% 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 Maj Invest by adding it to a well-diversified portfolio.
About Maj Invest Performance
To evaluate Maj Invest Value Fund as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Maj Invest 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 Maj Fund'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 Maj Invest Value market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Maj'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 Maj Invest Value performance evaluation
Checking the ongoing alerts about Maj Invest for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Maj Invest Value help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Maj Invest's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Maj Invest's fund performance include:- Analyzing Maj Invest'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 Maj Invest's stock is overvalued or undervalued compared to its peers.
- Examining Maj Invest'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 Maj Invest's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Maj Invest's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Maj Invest's fund. These opinions can provide insight into Maj Invest's potential for growth and whether the stock is currently undervalued or overvalued.
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Maj Invest Value. Also, note that the market value of any fund could be tightly coupled with the direction of predictive economic indicators such as signals in nation. Note that the Maj Invest Value information on this page should be used as a complementary analysis to other Maj Invest's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.
Please note, there is a significant difference between Maj Invest's value and its price as these two are different measures arrived at by different means. Investors typically determine if Maj Invest is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Maj Invest'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.