Ft Cboe Vest Etf Performance
| GAUG Etf | 35.50 0.06 0.17% |
The etf owns a Beta (Systematic Risk) of 0.39, which means possible diversification benefits within a given portfolio. As returns on the market increase, FT Cboe's returns are expected to increase less than the market. However, during the bear market, the loss of holding FT Cboe is expected to be smaller as well.
Risk-Adjusted Performance
17 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in FT Cboe Vest are ranked lower than 17 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable basic indicators, FT Cboe is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
GAUG |
FT Cboe Relative Risk vs. Return Landscape
If you would invest 3,393 in FT Cboe Vest on September 3, 2024 and sell it today you would earn a total of 157.00 from holding FT Cboe Vest or generate 4.63% return on investment over 90 days. FT Cboe Vest is currently generating 0.0712% in daily expected returns and assumes 0.3296% risk (volatility on return distribution) over the 90 days horizon. In different words, 2% of etfs are less volatile than GAUG, 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 |
FT Cboe Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for FT Cboe's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as FT Cboe Vest, and traders can use it to determine the average amount a FT Cboe'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 = 0.2161
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Estimated Market Risk
| 0.33 actual daily | 2 98% of assets are more volatile |
Expected Return
| 0.07 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.22 actual daily | 17 83% of assets perform better |
Based on monthly moving average FT Cboe is performing at about 17% 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 FT Cboe by adding it to a well-diversified portfolio.
About FT Cboe Performance
By analyzing FT Cboe's fundamental ratios, stakeholders can gain valuable insights into FT Cboe's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if FT Cboe 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 FT Cboe has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
FT Cboe is entity of United States. It is traded as Etf on BATS exchange.