Clave Indices (Brazil) Performance
| CLIN11 Stock | 88.05 0.31 0.35% |
The firm shows a Beta (market volatility) of 0.0381, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Clave Indices' returns are expected to increase less than the market. However, during the bear market, the loss of holding Clave Indices is expected to be smaller as well. At this point, Clave Indices De has a negative expected return of -0.0786%. Please make sure to confirm Clave Indices' coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if Clave Indices De performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Clave Indices De has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong forward indicators, Clave Indices is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
Clave |
Clave Indices Relative Risk vs. Return Landscape
If you would invest 9,265 in Clave Indices De on August 31, 2024 and sell it today you would lose (460.00) from holding Clave Indices De or give up 4.96% of portfolio value over 90 days. Clave Indices De is generating negative expected returns and assumes 0.8413% volatility on return distribution over the 90 days horizon. Simply put, 7% of stocks are less volatile than Clave, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Clave Indices Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Clave Indices' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Clave Indices De, and traders can use it to determine the average amount a Clave Indices' 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 = -0.0934
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| Negative Returns | CLIN11 |
Estimated Market Risk
| 0.84 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.08 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Clave Indices 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 Clave Indices by adding Clave Indices to a well-diversified portfolio.
Things to note about Clave Indices De performance evaluation
Checking the ongoing alerts about Clave Indices for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Clave Indices De help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Clave Indices De generated a negative expected return over the last 90 days |
- Analyzing Clave Indices' 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 Clave Indices' stock is overvalued or undervalued compared to its peers.
- Examining Clave Indices' 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 Clave Indices' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Clave Indices' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Clave Indices' stock. These opinions can provide insight into Clave Indices' potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Clave Stock analysis
When running Clave Indices' price analysis, check to measure Clave Indices' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Clave Indices is operating at the current time. Most of Clave Indices' value examination focuses on studying past and present price action to predict the probability of Clave Indices' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Clave Indices' price. Additionally, you may evaluate how the addition of Clave Indices to your portfolios can decrease your overall portfolio volatility.
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