Rpar Risk Parity Etf Performance
| RPAR Etf | USD 19.89 0.18 0.91% |
The etf owns a Beta (Systematic Risk) of 0.13, which implies not very significant fluctuations relative to the market. As returns on the market increase, RPAR Risk's returns are expected to increase less than the market. However, during the bear market, the loss of holding RPAR Risk is expected to be smaller as well.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in RPAR Risk Parity are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. Even with relatively invariable basic indicators, RPAR Risk is not utilizing all of its potentials. The recent stock price agitation, may contribute to short-term losses for the retail investors. ...more
1 | Trading Signals - Stock Traders Daily | 11/14/2024 |
| In Threey Sharp Ratio | -0.46 |
RPAR |
RPAR Risk Relative Risk vs. Return Landscape
If you would invest 1,979 in RPAR Risk Parity on September 1, 2024 and sell it today you would earn a total of 10.00 from holding RPAR Risk Parity or generate 0.51% return on investment over 90 days. RPAR Risk Parity is currently generating 0.01% in daily expected returns and assumes 0.6444% risk (volatility on return distribution) over the 90 days horizon. In different words, 5% of etfs are less volatile than RPAR, 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 |
RPAR Risk Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for RPAR Risk's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as RPAR Risk Parity, and traders can use it to determine the average amount a RPAR Risk'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 = 0.0156
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | RPAR |
Estimated Market Risk
| 0.64 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
Based on monthly moving average RPAR Risk is performing at about 1% 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 RPAR Risk by adding it to a well-diversified portfolio.
RPAR Risk Fundamentals Growth
RPAR Etf prices reflect investors' perceptions of the future prospects and financial health of RPAR Risk, and RPAR Risk fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on RPAR Etf performance.
| Total Asset | 1.08 B | |||
About RPAR Risk Performance
Assessing RPAR Risk's fundamental ratios provides investors with valuable insights into RPAR Risk's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the RPAR Risk 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.
The fund is an actively-managed exchange-traded fund that seeks to achieve its investment objective primarily by investing across a variety of asset classes, including exposure to global equity securities, U.S. Rpar Risk is traded on NYSEARCA Exchange in the United States.| Latest headline from news.google.com: Trading Signals - Stock Traders Daily | |
| The fund created three year return of -4.0% |
Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in RPAR Risk Parity. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in nation. You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
The market value of RPAR Risk Parity is measured differently than its book value, which is the value of RPAR that is recorded on the company's balance sheet. Investors also form their own opinion of RPAR Risk's value that differs from its market value or its book value, called intrinsic value, which is RPAR Risk'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 RPAR Risk's market value can be influenced by many factors that don't directly affect RPAR Risk'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 RPAR Risk's value and its price as these two are different measures arrived at by different means. Investors typically determine if RPAR Risk is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, RPAR Risk'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.