Capital Ice (Taiwan) Performance
| 00860B Etf | TWD 39.10 0.25 0.64% |
The etf shows a Beta (market volatility) of 0.0523, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Capital Ice's returns are expected to increase less than the market. However, during the bear market, the loss of holding Capital Ice is expected to be smaller as well.
Risk-Adjusted Performance
5 of 100
Weak | Strong |
Modest
Compared to the overall equity markets, risk-adjusted returns on investments in Capital Ice 1 5 are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, Capital Ice is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
| Fifty Two Week Low | 37.13 | |
| Fifty Two Week High | 39.81 |
Capital |
Capital Ice Relative Risk vs. Return Landscape
If you would invest 3,882 in Capital Ice 1 5 on September 5, 2024 and sell it today you would earn a total of 53.00 from holding Capital Ice 1 5 or generate 1.37% return on investment over 90 days. Capital Ice 1 5 is generating 0.022% of daily returns and assumes 0.2984% volatility on return distribution over the 90 days horizon. Simply put, 2% of etfs are less volatile than Capital, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Capital Ice Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Capital Ice's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Capital Ice 1 5, and traders can use it to determine the average amount a Capital Ice'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 = 0.0736
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 00860B |
Estimated Market Risk
| 0.3 actual daily | 2 98% of assets are more volatile |
Expected Return
| 0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average Capital Ice is performing at about 5% 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 Capital Ice by adding it to a well-diversified portfolio.
About Capital Ice Performance
By analyzing Capital Ice's fundamental ratios, stakeholders can gain valuable insights into Capital Ice's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Capital Ice has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Capital Ice has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.