FII Votorantim (Brazil) Manager Performance Evaluation
| VSHO11 Fund | 77.98 0.02 0.03% |
The fund shows a Beta (market volatility) of 0.14, which means not very significant fluctuations relative to the market. As returns on the market increase, FII Votorantim's returns are expected to increase less than the market. However, during the bear market, the loss of holding FII Votorantim is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days FII Votorantim shopping has generated negative risk-adjusted returns adding no value to fund investors. Despite somewhat strong basic indicators, FII Votorantim is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...moreFII |
FII Votorantim Relative Risk vs. Return Landscape
If you would invest 8,298 in FII Votorantim shopping on January 29, 2024 and sell it today you would lose (500.00) from holding FII Votorantim shopping or give up 6.03% of portfolio value over 90 days. FII Votorantim shopping is generating negative expected returns and assumes 0.6935% volatility on return distribution over the 90 days horizon. Simply put, 6% of funds are less volatile than FII, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
FII Votorantim Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for FII Votorantim's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as FII Votorantim shopping, and traders can use it to determine the average amount a FII Votorantim'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 = -0.1388
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| Negative Returns | VSHO11 |
Estimated Market Risk
| 0.69 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.1 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.14 actual daily | 0 Most of other assets perform better |
Based on monthly moving average FII Votorantim 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 FII Votorantim by adding FII Votorantim to a well-diversified portfolio.
Things to note about FII Votorantim shopping performance evaluation
Checking the ongoing alerts about FII Votorantim for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for FII Votorantim shopping help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| FII Votorantim generated a negative expected return over the last 90 days |
- Analyzing FII Votorantim'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 FII Votorantim's stock is overvalued or undervalued compared to its peers.
- Examining FII Votorantim'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 FII Votorantim's management team can have a significant impact on its success or failure. Reviewing the track record and experience of FII Votorantim's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of FII Votorantim's fund. These opinions can provide insight into FII Votorantim'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. 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 Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.