Alianza Trust (Brazil) Manager Performance Evaluation
| ALZR11 Fund | BRL 115.02 0.92 0.81% |
The fund shows a Beta (market volatility) of 0.0528, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Alianza Trust's returns are expected to increase less than the market. However, during the bear market, the loss of holding Alianza Trust is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days Alianza Trust Renda has generated negative risk-adjusted returns adding no value to fund investors. Despite somewhat strong basic indicators, Alianza Trust 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 | 111.18 | |
| Fifty Two Week High | 135.81 |
Alianza |
Alianza Trust Relative Risk vs. Return Landscape
If you would invest 11,759 in Alianza Trust Renda on January 30, 2024 and sell it today you would lose (257.00) from holding Alianza Trust Renda or give up 2.19% of portfolio value over 90 days. Alianza Trust Renda is generating negative expected returns and assumes 0.5534% volatility on return distribution over the 90 days horizon. Simply put, 4% of funds are less volatile than Alianza, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Alianza Trust Current Valuation
Fairly Valued
Today
Please note that Alianza Trust's price fluctuation is very steady at this time. Alianza Trust Renda shows a prevailing Real Value of R$115.19 per share. The current price of the fund is R$115.02. Our model approximates the value of Alianza Trust Renda from analyzing the entity technical indicators and probability of bankruptcy. In general, investors favor taking in undervalued funds and trading overvalued funds since, at some point, fund prices and their ongoing real values will blend.
Our valuation method for Alianza Trust Renda is useful when determining the fair value of the Alianza fund, which is usually determined by what a typical buyer is willing to pay for full or partial control of Alianza Trust. Since Alianza Trust is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Alianza Fund. However, Alianza Trust's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 115.02 | Real 115.19 | Hype 115.02 | Naive 114.0 |
The real value of Alianza Fund, also known as its intrinsic value, is the underlying worth of Alianza Trust Renda Fund, which is reflected in its stock price. It is based on Alianza Trust's financial performance, assets, liabilities, growth prospects, management team, or industry conditions. The intrinsic value of Alianza Trust's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Alianza Trust's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Alianza Trust Renda helps investors to forecast how Alianza fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Alianza Trust more accurately as focusing exclusively on Alianza Trust's fundamentals will not take into account other important factors: Alianza Trust Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alianza Trust's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Alianza Trust Renda, and traders can use it to determine the average amount a Alianza Trust'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 = -0.0617
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | ALZR11 |
Estimated Market Risk
| 0.55 actual daily | 4 96% of assets are more volatile |
Expected Return
| -0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.06 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Alianza Trust 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 Alianza Trust by adding Alianza Trust to a well-diversified portfolio.
About Alianza Trust Performance
To evaluate Alianza Trust Renda 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 Alianza Trust 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 Alianza 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 Alianza Trust Renda market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Alianza'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 Alianza Trust Renda performance evaluation
Checking the ongoing alerts about Alianza Trust for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Alianza Trust Renda help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Alianza Trust Renda generated a negative expected return over the last 90 days |
- Analyzing Alianza Trust'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 Alianza Trust's stock is overvalued or undervalued compared to its peers.
- Examining Alianza Trust'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 Alianza Trust's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Alianza Trust's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Alianza Trust's fund. These opinions can provide insight into Alianza Trust'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 Alianza Trust Renda. Also, note that the market value of any fund could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.