FlexShares Disciplined Competition
| MBSD Etf | USD 20.87 0.03 0.14% |
FlexShares Disciplined vs AdvisorShares Dorsey Correlation
Very poor diversification
The correlation between FlexShares Disciplined Duratio and DWAW is 0.85 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding FlexShares Disciplined Duratio and DWAW in the same portfolio, assuming nothing else is changed.
Moving together with FlexShares Etf
| 0.98 | MBB | iShares MBS ETF | PairCorr |
| 0.91 | SPMB | SPDR Portfolio Mortgage | PairCorr |
| 0.93 | JMBS | Janus Henderson Mort | PairCorr |
| 0.98 | OWNS | Quaker Investment Trust | PairCorr |
Moving against FlexShares Etf
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of FlexShares Disciplined's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
FlexShares Disciplined Competition Correlation Matrix
Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between FlexShares Disciplined and its competitors represents the degree of relationship between the price movements of corresponding etfs. A correlation of about +1.0 implies that the price of FlexShares and its corresponding peer move in tandem. A correlation of -1.0 means that prices move in opposite directions. A correlation of close to zero suggests that the price movements of assets are uncorrelated; in other words, the historical price movement of FlexShares Disciplined does not affect the price movement of the other competitor.
High positive correlations
| High negative correlations
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FlexShares Disciplined Constituents Risk-Adjusted Indicators
There is a big difference between FlexShares Etf performing well and FlexShares Disciplined ETF doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze FlexShares Disciplined's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| BUL | 0.76 | 0.03 | 0.03 | 0.11 | 0.83 | 1.78 | 4.22 | |||
| USAI | 0.76 | 0.24 | 0.19 | 2.24 | 0.60 | 1.64 | 4.09 | |||
| XC | 0.56 | 0.06 | 0.03 | 0.22 | 0.49 | 1.41 | 3.14 | |||
| FEUS | 0.55 | 0.03 | (0.07) | (21.81) | 0.77 | 1.28 | 3.83 | |||
| IBIG | 0.11 | (0.01) | (0.61) | 0.01 | 0.08 | 0.23 | 0.54 | |||
| PSMR | 0.14 | 0.02 | (0.29) | 0.27 | 0.00 | 0.34 | 0.89 | |||
| NHYM | 0.14 | 0.01 | (0.28) | 0.23 | 0.16 | 0.24 | 1.46 | |||
| EPRF | 0.34 | (0.05) | 0.00 | (0.05) | 0.00 | 0.63 | 2.20 | |||
| KWT | 0.68 | (0.07) | 0.00 | (0.27) | 0.00 | 1.07 | 8.55 | |||
| DWAW | 0.67 | 0.02 | 0.01 | 0.11 | 0.91 | 1.46 | 3.70 |
FlexShares Disciplined Competitive Analysis
The better you understand FlexShares Disciplined competitors, the better chance you have of utilizing it as a position in your portfolios. From an individual investor's perspective, FlexShares Disciplined's competitive analysis can cover a whole range of metrics. Some of these will be more critical depending on who you are as an investor and how you react to market volatility. However, if you are locking your investment sandscape to a long-term horizon, comparing the fundamental indicator across FlexShares Disciplined's competition over several years is one of the best ways to analyze its investment potential.| Better Than Average | Worse Than Peers | View Performance Chart |
FlexShares Disciplined Competition Performance Charts
Five steps to successful analysis of FlexShares Disciplined Competition
FlexShares Disciplined's competitive analysis is the process of researching and evaluating its competitive landscape. It provides an understanding of the strengths, weaknesses, opportunities, and threats (SWOT) faced by FlexShares Disciplined in relation to its competition. FlexShares Disciplined's competition analysis typically involves several steps, including:- Identifying the key players in the market: This involves identifying the major competitors of FlexShares Disciplined in the market, both direct and indirect, as well as new entrants and disruptive technologies.
- Assessing the strengths and weaknesses of each competitor: This involves evaluating each competitor's strengths and weaknesses in areas such as product offerings, market share, brand recognition, financial performance, and distribution channels.
- Understanding the competitive environment: This involves evaluating the regulatory environment, economic conditions, and other factors that may impact FlexShares Disciplined's competitive landscape.
- Identifying opportunities and threats: This involves using the information gathered during the analysis to identify opportunities and threats to FlexShares Disciplined, and developing a strategy to address them.
- Evaluating the competitive landscape: This involves understanding the competitive dynamics of the market, such as pricing, marketing, and distribution strategies, as well as analyzing the competitive advantage of each competitor.
Complement your FlexShares Disciplined position
In addition to having FlexShares Disciplined in your portfolios, you can quickly add positions using our predefined set of ideas and optimize them against your very unique investing style. A single investing idea is a collection of funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of investment themes. After you determine your investment opportunity, you can then find an optimal portfolio that will maximize potential returns on the chosen idea or minimize its exposure to market volatility.Did You Try This Idea?
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ETF themes focus on helping investors to gain exposure to a broad range of assets, diversify, and lower overall costs. The Gold ETFs theme has 23 constituents at this time.
You can either use a buy-and-hold strategy to lock in the entire theme or actively trade it to take advantage of the short-term price volatility of individual constituents. Macroaxis can help you discover thousands of investment opportunities in different asset classes. In addition, you can partner with us for reliable portfolio optimization as you plan to utilize Gold ETFs Theme or any other thematic opportunities.
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Check out FlexShares Disciplined Correlation with its peers. You can also try the Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
Investors evaluate FlexShares Disciplined using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating FlexShares Disciplined's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. External factors like market trends, sector rotation, and investor psychology can cause FlexShares Disciplined's market price to deviate significantly from intrinsic value.
Understanding that FlexShares Disciplined's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether FlexShares Disciplined represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Conversely, FlexShares Disciplined's market price signifies the transaction level at which participants voluntarily complete trades.