Psagot Index (Israel) Performance
| PSG-F62 Etf | 10,266 16.00 0.16% |
The etf holds a Beta of -0.0309, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Psagot Index are expected to decrease at a much lower rate. During the bear market, Psagot Index is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days Psagot Index Funds has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Psagot Index is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
Psagot |
Psagot Index Relative Risk vs. Return Landscape
If you would invest 1,042,900 in Psagot Index Funds on September 5, 2024 and sell it today you would lose (16,300) from holding Psagot Index Funds or give up 1.56% of portfolio value over 90 days. Psagot Index Funds is generating negative expected returns and assumes 0.5899% volatility on return distribution over the 90 days horizon. Simply put, 5% of etfs are less volatile than Psagot, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Psagot Index Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Psagot Index's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Psagot Index Funds, and traders can use it to determine the average amount a Psagot Index'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 = -0.0564
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| Negative Returns | PSG-F62 |
Estimated Market Risk
| 0.59 actual daily | 5 95% of assets are more volatile |
Expected Return
| -0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.06 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Psagot Index 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 Psagot Index by adding Psagot Index to a well-diversified portfolio.
About Psagot Index Performance
By analyzing Psagot Index's fundamental ratios, stakeholders can gain valuable insights into Psagot Index's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Psagot Index 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 Psagot Index has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| Psagot Index Funds generated a negative expected return over the last 90 days |
Other Information on Investing in Psagot Etf
Psagot Index financial ratios help investors to determine whether Psagot Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Psagot with respect to the benefits of owning Psagot Index security.