Mfut Etf Performance
| MFUT Etf | 16.76 0.03 0.18% |
The etf secures a Beta (Market Risk) of 0.32, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MFUT's returns are expected to increase less than the market. However, during the bear market, the loss of holding MFUT is expected to be smaller as well.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days MFUT has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, MFUT is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
1 | Trend Tracker for - Stock Traders Daily | 08/30/2024 |
2 | How To Trade - Stock Traders Daily | 11/07/2024 |
MFUT |
MFUT Relative Risk vs. Return Landscape
If you would invest 1,788 in MFUT on August 25, 2024 and sell it today you would lose (112.00) from holding MFUT or give up 6.26% of portfolio value over 90 days. MFUT is currently does not generate positive expected returns and assumes 0.6794% risk (volatility on return distribution) over the 90 days horizon. In different words, 6% of etfs are less volatile than MFUT, 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 |
MFUT Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for MFUT's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as MFUT, and traders can use it to determine the average amount a MFUT'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 = -0.143
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | MFUT |
Estimated Market Risk
| 0.68 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.1 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.14 actual daily | 0 Most of other assets perform better |
Based on monthly moving average MFUT is not performing at its full potential. However, 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 MFUT by adding MFUT to a well-diversified portfolio.
About MFUT Performance
Assessing MFUT's fundamental ratios provides investors with valuable insights into MFUT's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the MFUT is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
MFUT is entity of United States. It is traded as Etf on BATS exchange.| MFUT generated a negative expected return over the last 90 days | |
| Latest headline from news.google.com: How To Trade - Stock Traders Daily |
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in MFUT. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in employment. You can also try the Content Syndication module to quickly integrate customizable finance content to your own investment portal.
The market value of MFUT is measured differently than its book value, which is the value of MFUT that is recorded on the company's balance sheet. Investors also form their own opinion of MFUT's value that differs from its market value or its book value, called intrinsic value, which is MFUT's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because MFUT's market value can be influenced by many factors that don't directly affect MFUT's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between MFUT's value and its price as these two are different measures arrived at by different means. Investors typically determine if MFUT is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, MFUT's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.