SOL KTB (Korea) Performance
| 438560 Etf | 101,865 140.00 0.14% |
The entity has a beta of 0.0291, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SOL KTB's returns are expected to increase less than the market. However, during the bear market, the loss of holding SOL KTB is expected to be smaller as well.
Risk-Adjusted Performance
12 of 100
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Good
Compared to the overall equity markets, risk-adjusted returns on investments in SOL KTB 3Y are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, SOL KTB is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
SOL |
SOL KTB Relative Risk vs. Return Landscape
If you would invest 10,029,900 in SOL KTB 3Y on October 24, 2024 and sell it today you would earn a total of 156,600 from holding SOL KTB 3Y or generate 1.56% return on investment over 90 days. SOL KTB 3Y is generating 0.0251% of daily returns and assumes 0.157% volatility on return distribution over the 90 days horizon. Simply put, 1% of etfs are less volatile than SOL, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SOL KTB Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SOL KTB's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as SOL KTB 3Y, and traders can use it to determine the average amount a SOL KTB'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 = 0.1599
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 438560 |
Estimated Market Risk
| 0.16 actual daily | 1 99% of assets are more volatile |
Expected Return
| 0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.16 actual daily | 12 88% of assets perform better |
Based on monthly moving average SOL KTB is performing at about 12% 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 SOL KTB by adding it to a well-diversified portfolio.