Xtrackers Sp 500 Etf Performance
| SNPG Etf | 45.45 0.26 0.57% |
The entity maintains a market beta of 0.0929, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Xtrackers' returns are expected to increase less than the market. However, during the bear market, the loss of holding Xtrackers 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 Xtrackers SP 500 are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile basic indicators, Xtrackers may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
Xtrackers |
Xtrackers Relative Risk vs. Return Landscape
If you would invest 4,266 in Xtrackers SP 500 on August 30, 2024 and sell it today you would earn a total of 279.00 from holding Xtrackers SP 500 or generate 6.54% return on investment over 90 days. Xtrackers SP 500 is currently generating 0.1032% in daily expected returns and assumes 0.9198% risk (volatility on return distribution) over the 90 days horizon. In different words, 8% of etfs are less volatile than Xtrackers, and 98% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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Xtrackers Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xtrackers' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Xtrackers SP 500, and traders can use it to determine the average amount a Xtrackers' 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 = 0.1122
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Estimated Market Risk
| 0.92 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.1 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.11 actual daily | 8 92% of assets perform better |
Based on monthly moving average Xtrackers is performing at about 8% 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 Xtrackers by adding it to a well-diversified portfolio.
About Xtrackers Performance
By analyzing Xtrackers' fundamental ratios, stakeholders can gain valuable insights into Xtrackers' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Xtrackers 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 Xtrackers has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.