Fcf Quality Etf Performance
| TTAC Etf | USD 70.14 0.19 0.27% |
The entity shows a Beta (market volatility) of 0.83, which means possible diversification benefits within a given portfolio. As returns on the market increase, FCF Quality's returns are expected to increase less than the market. However, during the bear market, the loss of holding FCF Quality is expected to be smaller as well.
Risk-Adjusted Performance
18 of 100
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Solid
Compared to the overall equity markets, risk-adjusted returns on investments in FCF Quality ETF are ranked lower than 18 (%) of all global equities and portfolios over the last 90 days. In spite of rather inconsistent basic indicators, FCF Quality may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
| In Threey Sharp Ratio | 0.34 |
FCF |
FCF Quality Relative Risk vs. Return Landscape
If you would invest 6,315 in FCF Quality ETF on August 28, 2024 and sell it today you would earn a total of 699.00 from holding FCF Quality ETF or generate 11.07% return on investment over 90 days. FCF Quality ETF is currently generating 0.1668% in daily expected returns and assumes 0.7258% risk (volatility on return distribution) over the 90 days horizon. In different words, 6% of etfs are less volatile than FCF, and 97% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
FCF Quality Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for FCF Quality's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as FCF Quality ETF, and traders can use it to determine the average amount a FCF Quality'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 = 0.2297
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Estimated Market Risk
| 0.73 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.17 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.23 actual daily | 18 82% of assets perform better |
Based on monthly moving average FCF Quality is performing at about 18% 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 FCF Quality by adding it to a well-diversified portfolio.
FCF Quality Fundamentals Growth
FCF Etf prices reflect investors' perceptions of the future prospects and financial health of FCF Quality, and FCF Quality 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 FCF Etf performance.
| Total Asset | 147.28 M | |||
About FCF Quality Performance
By analyzing FCF Quality's fundamental ratios, stakeholders can gain valuable insights into FCF Quality's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if FCF Quality 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 FCF Quality has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
The Adviser utilizes proprietary, systematic stock selection models to select securities eligible for inclusion in the funds portfolio. Trimtabs Float is traded on BATS Exchange in the United States.Check out World Market Map to better understand how to build diversified portfolios, which includes a position in FCF Quality ETF. 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 Share Portfolio module to track or share privately all of your investments from the convenience of any device.
The market value of FCF Quality ETF is measured differently than its book value, which is the value of FCF that is recorded on the company's balance sheet. Investors also form their own opinion of FCF Quality's value that differs from its market value or its book value, called intrinsic value, which is FCF Quality'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 FCF Quality's market value can be influenced by many factors that don't directly affect FCF Quality'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 FCF Quality's value and its price as these two are different measures arrived at by different means. Investors typically determine if FCF Quality is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FCF Quality'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.