Xtrackers Msci Mexico Etf Beta
| XMEX Etf | CHF 6.97 0.17 2.38% |
As of the 6th of February, Xtrackers MSCI maintains the Market Risk Adjusted Performance of 0.3997, mean deviation of 0.8869, and Downside Deviation of 1.31. Relative to fundamental indicators, the technical analysis model lets you check existing technical drivers of Xtrackers MSCI Mexico, as well as the relationship between them. Please check out Xtrackers MSCI Mexico treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside to decide if Xtrackers MSCI Mexico is priced fairly, providing market reflects its latest price of 6.97 per share.
Xtrackers MSCI's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Xtrackers MSCI's valuation are provided below:Xtrackers MSCI Mexico does not presently have any fundamental gauges for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Xtrackers |
Xtrackers MSCI 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Xtrackers MSCI's etf what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Xtrackers MSCI.
| 11/08/2025 |
| 02/06/2026 |
If you would invest 0.00 in Xtrackers MSCI on November 8, 2025 and sell it all today you would earn a total of 0.00 from holding Xtrackers MSCI Mexico or generate 0.0% return on investment in Xtrackers MSCI over 90 days. Xtrackers MSCI is related to or competes with Xtrackers MSCI, Xtrackers MSCI, Xtrackers MSCI, Xtrackers MSCI, Xtrackers MSCI, Xtrackers, and Xtrackers USD. The aim is for the investment to reflect the performance of the MSCI Mexico TRN Index which is designed to reflect the p... More
Xtrackers MSCI Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Xtrackers MSCI's etf current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Xtrackers MSCI Mexico upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.31 | |||
| Information Ratio | 0.1233 | |||
| Maximum Drawdown | 5.63 | |||
| Value At Risk | (2.08) | |||
| Potential Upside | 2.06 |
Xtrackers MSCI Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xtrackers MSCI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Xtrackers MSCI's standard deviation. In reality, there are many statistical measures that can use Xtrackers MSCI historical prices to predict the future Xtrackers MSCI's volatility.| Risk Adjusted Performance | 0.1249 | |||
| Jensen Alpha | 0.1655 | |||
| Total Risk Alpha | 0.1263 | |||
| Sortino Ratio | 0.112 | |||
| Treynor Ratio | 0.3897 |
Xtrackers MSCI February 6, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1249 | |||
| Market Risk Adjusted Performance | 0.3997 | |||
| Mean Deviation | 0.8869 | |||
| Semi Deviation | 0.9571 | |||
| Downside Deviation | 1.31 | |||
| Coefficient Of Variation | 620.33 | |||
| Standard Deviation | 1.19 | |||
| Variance | 1.42 | |||
| Information Ratio | 0.1233 | |||
| Jensen Alpha | 0.1655 | |||
| Total Risk Alpha | 0.1263 | |||
| Sortino Ratio | 0.112 | |||
| Treynor Ratio | 0.3897 | |||
| Maximum Drawdown | 5.63 | |||
| Value At Risk | (2.08) | |||
| Potential Upside | 2.06 | |||
| Downside Variance | 1.72 | |||
| Semi Variance | 0.916 | |||
| Expected Short fall | (1.08) | |||
| Skewness | (0.16) | |||
| Kurtosis | 0.5725 |
Xtrackers MSCI Mexico Backtested Returns
At this stage we consider Xtrackers Etf to be not too volatile. Xtrackers MSCI Mexico shows Sharpe Ratio of 0.13, which attests that the etf had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Xtrackers MSCI Mexico, which you can use to evaluate the volatility of the etf. Please check out Xtrackers MSCI's Market Risk Adjusted Performance of 0.3997, mean deviation of 0.8869, and Downside Deviation of 1.31 to validate if the risk estimate we provide is consistent with the expected return of 0.16%. The entity maintains a market beta of 0.47, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Xtrackers MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding Xtrackers MSCI is expected to be smaller as well.
Auto-correlation | 0.53 |
Modest predictability
Xtrackers MSCI Mexico has modest predictability. Overlapping area represents the amount of predictability between Xtrackers MSCI time series from 8th of November 2025 to 23rd of December 2025 and 23rd of December 2025 to 6th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Xtrackers MSCI Mexico price movement. The serial correlation of 0.53 indicates that about 53.0% of current Xtrackers MSCI price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
| Competition |
In accordance with the recently published financial statements, Xtrackers MSCI Mexico has a Beta of 0.0. This indicator is about the same for the DWS Investment S.A. (ETF) average (which is currently at 0.0) family and about the same as Other Equity (which currently averages 0.0) category. This indicator is about the same for all Switzerland etfs average (which is currently at 0.0).
Xtrackers Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Xtrackers MSCI's current stock value. Our valuation model uses many indicators to compare Xtrackers MSCI value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Xtrackers MSCI competition to find correlations between indicators driving Xtrackers MSCI's intrinsic value. More Info.Xtrackers MSCI Mexico is rated first in price to earning as compared to similar ETFs. It is rated first in price to book as compared to similar ETFs fabricating about 0.14 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Xtrackers MSCI Mexico is roughly 7.30 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Xtrackers MSCI's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Xtrackers MSCI
The fund invests 100.0% of asset under management in tradable equity instruments, with the rest of investments concentrated in .Asset allocation divides Xtrackers MSCI's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
Xtrackers Fundamentals
| Price To Earning | 20.88 X | |||
| Price To Book | 2.86 X | |||
| Price To Sales | 1.77 X | |||
| Total Asset | 78.15 M | |||
| One Year Return | 65.10 % | |||
| Three Year Return | 14.30 % | |||
| Five Year Return | 16.60 % | |||
| Ten Year Return | 7.60 % | |||
| Net Asset | 78.15 M | |||
| Equity Positions Weight | 100.00 % |
About Xtrackers MSCI Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Xtrackers MSCI Mexico's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Xtrackers MSCI using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Xtrackers MSCI Mexico based on its fundamental data. In general, a quantitative approach, as applied to this etf, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Xtrackers Etf
Xtrackers MSCI financial ratios help investors to determine whether Xtrackers 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 Xtrackers with respect to the benefits of owning Xtrackers MSCI security.