Handelsinvest Danmark (Denmark) Manager Performance Evaluation
| HAIDK Fund | DKK 420.00 8.97 2.09% |
The fund retains a Market Volatility (i.e., Beta) of 0.0877, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Handelsinvest Danmark's returns are expected to increase less than the market. However, during the bear market, the loss of holding Handelsinvest Danmark is expected to be smaller as well.
Risk-Adjusted Performance
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Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in Handelsinvest Danmark are ranked lower than 3 (%) of all funds and portfolios of funds over the last 90 days. In spite of rather sound forward-looking signals, Handelsinvest Danmark is not utilizing all of its potentials. The current stock price tumult, may contribute to shorter-term losses for the shareholders.
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Handelsinvest Danmark Relative Risk vs. Return Landscape
If you would invest 41,260 in Handelsinvest Danmark on January 29, 2024 and sell it today you would earn a total of 740.00 from holding Handelsinvest Danmark or generate 1.79% return on investment over 90 days. Handelsinvest Danmark is generating 0.0309% of daily returns and assumes 0.7323% volatility on return distribution over the 90 days horizon. Simply put, 6% of funds are less volatile than Handelsinvest, and 99% 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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Handelsinvest Danmark Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Handelsinvest Danmark's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Handelsinvest Danmark, and traders can use it to determine the average amount a Handelsinvest Danmark'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 = 0.0421
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| Negative Returns | HAIDK |
Estimated Market Risk
| 0.73 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
| 0.04 actual daily | 3 97% of assets perform better |
Based on monthly moving average Handelsinvest Danmark 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 Handelsinvest Danmark by adding it to a well-diversified portfolio.
About Handelsinvest Danmark Performance
To evaluate Handelsinvest Danmark 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 Handelsinvest Danmark 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 Handelsinvest 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 Handelsinvest Danmark market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Handelsinvest'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 Handelsinvest Danmark performance evaluation
Checking the ongoing alerts about Handelsinvest Danmark for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Handelsinvest Danmark help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Handelsinvest Danmark's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Handelsinvest Danmark's fund performance include:- Analyzing Handelsinvest Danmark'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 Handelsinvest Danmark's stock is overvalued or undervalued compared to its peers.
- Examining Handelsinvest Danmark'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 Handelsinvest Danmark's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Handelsinvest Danmark's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Handelsinvest Danmark's fund. These opinions can provide insight into Handelsinvest Danmark's potential for growth and whether the stock is currently undervalued or overvalued.
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Handelsinvest Danmark. Also, note that the market value of any fund could be tightly coupled with the direction of predictive economic indicators such as signals in industry. You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
Please note, there is a significant difference between Handelsinvest Danmark's value and its price as these two are different measures arrived at by different means. Investors typically determine if Handelsinvest Danmark is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Handelsinvest Danmark'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.