Sparinvest INDEX (Denmark) Manager Performance Evaluation
| SPIEMIKL | DKK 128.20 0.05 0.04% |
The entity has a beta of -0.0025, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sparinvest INDEX are expected to decrease at a much lower rate. During the bear market, Sparinvest INDEX is likely to outperform the market.
Risk-Adjusted Performance
3 of 100
Weak | Strong |
Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in Sparinvest INDEX Emerging are ranked lower than 3 (%) of all funds and portfolios of funds over the last 90 days. Despite quite persistent primary indicators, Sparinvest INDEX 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 | 121.60 | |
| Fifty Two Week High | 122.95 |
Sparinvest |
Sparinvest INDEX Relative Risk vs. Return Landscape
If you would invest 12,571 in Sparinvest INDEX Emerging on January 24, 2024 and sell it today you would earn a total of 249.00 from holding Sparinvest INDEX Emerging or generate 1.98% return on investment over 90 days. Sparinvest INDEX Emerging is generating 0.0342% of daily returns and assumes 0.7193% volatility on return distribution over the 90 days horizon. Simply put, 6% 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 INDEX Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sparinvest INDEX's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Sparinvest INDEX Emerging, and traders can use it to determine the average amount a Sparinvest INDEX'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 = 0.0475
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SPIEMIKL |
Estimated Market Risk
| 0.72 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.05 actual daily | 3 97% of assets perform better |
Based on monthly moving average Sparinvest INDEX is performing at about 3% 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 Sparinvest INDEX by adding it to a well-diversified portfolio.
About Sparinvest INDEX Performance
To evaluate Sparinvest INDEX Emerging 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 INDEX 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 INDEX Emerging 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.Things to note about Sparinvest INDEX Emerging performance evaluation
Checking the ongoing alerts about Sparinvest INDEX for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Sparinvest INDEX Emerging help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Sparinvest INDEX's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Sparinvest INDEX's fund performance include:- Analyzing Sparinvest INDEX'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 INDEX's stock is overvalued or undervalued compared to its peers.
- Examining Sparinvest INDEX'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 INDEX's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Sparinvest INDEX's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Sparinvest INDEX's fund. These opinions can provide insight into Sparinvest INDEX'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 INDEX Emerging. Also, note that the market value of any fund could be tightly coupled with the direction of predictive economic indicators such as signals in population. You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
Please note, there is a significant difference between Sparinvest INDEX's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sparinvest INDEX is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sparinvest INDEX'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.