Sparinvest Danske (Denmark) Manager Performance Evaluation
| SPIDKAKLA | DKK 223.40 0.50 0.22% |
The entity has a beta of 0.0641, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sparinvest Danske's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sparinvest Danske is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days Sparinvest Danske Aktier has generated negative risk-adjusted returns adding no value to fund investors. Despite latest conflicting performance, the Fund's basic indicators remain persistent and the latest mess on Wall Street may also be a sign of long-standing gains for the fund institutional investors.
...more| Fifty Two Week Low | 184.70 | |
| Fifty Two Week High | 186.00 |
Sparinvest |
Sparinvest Danske Relative Risk vs. Return Landscape
If you would invest 24,130 in Sparinvest Danske Aktier on September 15, 2024 and sell it today you would lose (1,790) from holding Sparinvest Danske Aktier or give up 7.42% of portfolio value over 90 days. Sparinvest Danske Aktier is generating negative expected returns and assumes 0.7873% 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 Danske Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sparinvest Danske's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Sparinvest Danske Aktier, and traders can use it to determine the average amount a Sparinvest Danske'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 = -0.1466
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| Negative Returns | SPIDKAKLA |
Estimated Market Risk
| 0.79 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.12 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.15 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Sparinvest Danske 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 Danske by adding Sparinvest Danske to a well-diversified portfolio.
About Sparinvest Danske Performance
By examining Sparinvest Danske's fundamental ratios, stakeholders can obtain critical insights into Sparinvest Danske's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Sparinvest Danske is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
Sparivest Danske Aktier KL is an open ended equity mutual fund launched and managed by Sparinvest Fondglerselskab AS. It benchmarks the performance of its portfolio against the OMX C20 Index. Sparinvest Danske is traded on Copenhagen Stock Exchange in Denmark.Things to note about Sparinvest Danske Aktier performance evaluation
Checking the ongoing alerts about Sparinvest Danske for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Sparinvest Danske Aktier help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Sparinvest Danske generated a negative expected return over the last 90 days |
- Analyzing Sparinvest Danske'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 Danske's stock is overvalued or undervalued compared to its peers.
- Examining Sparinvest Danske'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 Danske's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Sparinvest Danske's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Sparinvest Danske's fund. These opinions can provide insight into Sparinvest Danske's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Sparinvest Fund
Sparinvest Danske financial ratios help investors to determine whether Sparinvest Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Sparinvest with respect to the benefits of owning Sparinvest Danske security.
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