Fundo De (Brazil) Manager Performance Evaluation
PABY11 Fund | BRL 16.42 0.92 5.31% |
The fund shows a Beta (market volatility) of 0.93, which means possible diversification benefits within a given portfolio. Fundo De returns are very sensitive to returns on the market. As the market goes up or down, Fundo De is expected to follow.
Risk-Adjusted Performance
7 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in Fundo de Investimento are ranked lower than 7 (%) of all funds and portfolios of funds over the last 90 days. Despite somewhat weak basic indicators, Fundo De sustained solid returns over the last few months and may actually be approaching a breakup point.
...moreQuick Ratio | 0.53 | |
Fifty Two Week Low | 20.00 | |
Fifty Two Week High | 27.06 |
Fundo |
Fundo De Relative Risk vs. Return Landscape
If you would invest 1,350 in Fundo de Investimento on February 21, 2024 and sell it today you would earn a total of 292.00 from holding Fundo de Investimento or generate 21.63% return on investment over 90 days. Fundo de Investimento is generating 0.4137% of daily returns and assumes 4.5106% volatility on return distribution over the 90 days horizon. Simply put, 39% of funds are less volatile than Fundo, and 92% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
Risk |
Fundo De Current Valuation
Overvalued
Today
Please note that Fundo De's price fluctuation is somewhat reliable at this time. At this time, the entity appears to be overvalued. Fundo de Investimento shows a prevailing Real Value of R$14.98 per share. The current price of the fund is R$16.42. We determine the value of Fundo de Investimento from reviewing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we advise taking in undervalued funds and trading overvalued funds since, at some point, fund prices and their ongoing real values will submerge.
Our valuation method for Fundo de Investimento is useful when determining the fair value of the Fundo fund, which is usually determined by what a typical buyer is willing to pay for full or partial control of Fundo De. Since Fundo De is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Fundo Fund. However, Fundo De'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 16.42 | Real 14.98 | Hype 16.42 | Naive 16.4 |
The real value of Fundo Fund, also known as its intrinsic value, is the underlying worth of Fundo de Investimento Fund, which is reflected in its stock price. It is based on Fundo De's financial performance, assets, liabilities, growth prospects, management team, or industry conditions. The intrinsic value of Fundo De'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 Fundo De'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 Fundo de Investimento helps investors to forecast how Fundo 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 Fundo De more accurately as focusing exclusively on Fundo De's fundamentals will not take into account other important factors: Fundo De Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fundo De's investment risk. Standard deviation is the most common way to measure market volatility of funds, such as Fundo de Investimento, and traders can use it to determine the average amount a Fundo De'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 = 0.0917
Best Portfolio | Best Equity | |||
Good Returns | ||||
Average Returns | ||||
Small Returns | PABY11 | |||
Cash | Small Risk | Average Risk | High Risk | Huge Risk |
Negative Returns |
Estimated Market Risk
4.51 actual daily | 39 61% of assets are more volatile |
Expected Return
0.41 actual daily | 8 92% of assets have higher returns |
Risk-Adjusted Return
0.09 actual daily | 7 93% of assets perform better |
Based on monthly moving average Fundo De is performing at about 7% 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 Fundo De by adding it to a well-diversified portfolio.
Fundo De Fundamentals Growth
Fundo Fund prices reflect investors' perceptions of the future prospects and financial health of Fundo De, and Fundo De fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Fundo Fund performance.
Return On Equity | 3.76 | |||
Return On Asset | -1.41 | |||
Price To Earning | 2.98 X | |||
Price To Book | 0.11 X | |||
Cash And Equivalents | 35 K | |||
Cash Per Share | 0.05 X | |||
Book Value Per Share | 246.16 X | |||
Cash Flow From Operations | 16 K | |||
Earnings Per Share | 9.09 X | |||
About Fundo De Performance
To evaluate Fundo de Investimento 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 Fundo De 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 Fundo 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 Fundo de Investimento market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Fundo'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.Fundo de Investimento Imobilirio Panamby is a fund of Banco Brascan S.A., Asset Management Arm. FII PANAMBY operates under Real Estate Services classification in Brazil and is traded on Sao Paolo Stock Exchange.Things to note about Fundo de Investimento performance evaluation
Checking the ongoing alerts about Fundo De for important developments is a great way to find new opportunities for your next move. Fund alerts and notifications screener for Fundo de Investimento help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Fundo De had very high historical volatility over the last 90 days |
- Analyzing Fundo De'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 Fundo De's stock is overvalued or undervalued compared to its peers.
- Examining Fundo De'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 Fundo De's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Fundo De's management team can help you assess the Fund's leadership.
- Pay attention to analyst opinions and ratings of Fundo De's fund. These opinions can provide insight into Fundo De's potential for growth and whether the stock is currently undervalued or overvalued.
Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Fundo de Investimento. 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 Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.