Exchange Listed Funds Etf Performance
| BCIL Etf | 26.36 0.01 0.04% |
The etf shows a Beta (market volatility) of 0.26, which means not very significant fluctuations relative to the market. As returns on the market increase, Exchange Listed's returns are expected to increase less than the market. However, during the bear market, the loss of holding Exchange Listed is expected to be smaller as well.
Risk-Adjusted Performance
4 of 100
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Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in Exchange Listed Funds are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Despite quite persistent forward indicators, Exchange Listed is not utilizing all of its potentials. The current stock price mess, may contribute to short-term losses for the institutional investors. ...more
Exchange |
Exchange Listed Relative Risk vs. Return Landscape
If you would invest 2,578 in Exchange Listed Funds on November 2, 2024 and sell it today you would earn a total of 58.00 from holding Exchange Listed Funds or generate 2.25% return on investment over 90 days. Exchange Listed Funds is currently generating 0.0405% in daily expected returns and assumes 0.7501% risk (volatility on return distribution) over the 90 days horizon. In different words, 6% of etfs are less volatile than Exchange, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
Exchange Listed Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Exchange Listed's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Exchange Listed Funds, and traders can use it to determine the average amount a Exchange Listed'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 = 0.054
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| Negative Returns | BCIL |
Estimated Market Risk
| 0.75 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.05 actual daily | 4 96% of assets perform better |
Based on monthly moving average Exchange Listed is performing at about 4% 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 Exchange Listed by adding it to a well-diversified portfolio.
About Exchange Listed Performance
By examining Exchange Listed's fundamental ratios, stakeholders can obtain critical insights into Exchange Listed's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Exchange Listed is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.