Sparinvest DJSI (Denmark) Manager Performance Evaluation
| SPIDJWKL | DKK 199.58 0.02 0.01% |
The entity has a beta of 0.18, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sparinvest DJSI's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sparinvest DJSI is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days Sparinvest DJSI World has generated negative risk-adjusted returns adding no value to fund investors. Despite quite persistent forward-looking indicators, Sparinvest DJSI is not utilizing all of its potentials. The current stock price mess, may contribute to short-term losses for the institutional investors.
...more| Fifty Two Week Low | 190.05 | |
| Fifty Two Week High | 192.00 |
Sparinvest |
Sparinvest DJSI Relative Risk vs. Return Landscape
If you would invest 20,225 in Sparinvest DJSI World on January 20, 2024 and sell it today you would lose (267.00) from holding Sparinvest DJSI World or give up 1.32% of portfolio value over 90 days. Sparinvest DJSI World is generating negative expected returns and assumes 0.8045% volatility on return distribution over the 90 days horizon. Simply put, 7% of funds are less volatile than Sparinvest, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Sparinvest DJSI Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sparinvest DJSI's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Sparinvest DJSI World, and traders can use it to determine the average amount a Sparinvest DJSI'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 = -0.0231
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| Negative Returns | SPIDJWKL |
Estimated Market Risk
| 0.8 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Sparinvest DJSI 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 Sparinvest DJSI by adding Sparinvest DJSI to a well-diversified portfolio.
About Sparinvest DJSI Performance
To evaluate Sparinvest DJSI World 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 Sparinvest DJSI 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 Sparinvest 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 Sparinvest DJSI World market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Sparinvest'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.Sparindex INDEX Dow Jones Sustainability World KL is an equity mutual fund launched and managed by ID-Sparinvest, Filial af Sparinvest S.A., Luxembourg. Sparindex INDEX Dow Jones Sustainability World KL was formed on January 15, 2002 and is domiciled in Denmark. Sparindex INDEX is traded on Copenhagen Stock Exchange in Denmark.Things to note about Sparinvest DJSI World performance evaluation
Checking the ongoing alerts about Sparinvest DJSI for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Sparinvest DJSI World help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Sparinvest DJSI generated a negative expected return over the last 90 days |
- Analyzing Sparinvest DJSI'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 Sparinvest DJSI's stock is overvalued or undervalued compared to its peers.
- Examining Sparinvest DJSI'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 Sparinvest DJSI's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Sparinvest DJSI's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Sparinvest DJSI's fund. These opinions can provide insight into Sparinvest DJSI's potential for growth and whether the stock is currently undervalued or overvalued.
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Sparinvest DJSI World. Also, note that the market value of any fund could be tightly coupled with the direction of predictive economic indicators such as signals in inflation. You can also try the Stock Screener module to find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..
Please note, there is a significant difference between Sparinvest DJSI's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sparinvest DJSI is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sparinvest DJSI'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.