Xtrackers Msci Japan Etf Key Fundamental Indicators
| XMJP Etf | JPY 17,150 346.00 2.06% |
As of the 6th of February, Xtrackers MSCI maintains the Mean Deviation of 0.8428, downside deviation of 1.11, and Market Risk Adjusted Performance of 17.1. Relative to fundamental indicators, the technical analysis model lets you check existing technical drivers of Xtrackers MSCI Japan, as well as the relationship between them. Please check out Xtrackers MSCI Japan treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside to decide if Xtrackers MSCI Japan is priced fairly, providing market reflects its latest price of 17150.0 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 Japan 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 Japan 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 Total Return Net Japan Index which is designed to r... 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 Japan upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.11 | |||
| Information Ratio | 0.1225 | |||
| Maximum Drawdown | 5.16 | |||
| Value At Risk | (1.95) | |||
| Potential Upside | 1.82 |
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 | 0.1258 | |||
| Jensen Alpha | 0.1706 | |||
| Total Risk Alpha | 0.1192 | |||
| Sortino Ratio | 0.122 | |||
| Treynor Ratio | 17.09 |
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 | 0.1258 | |||
| Market Risk Adjusted Performance | 17.1 | |||
| Mean Deviation | 0.8428 | |||
| Semi Deviation | 0.8792 | |||
| Downside Deviation | 1.11 | |||
| Coefficient Of Variation | 613.07 | |||
| Standard Deviation | 1.11 | |||
| Variance | 1.23 | |||
| Information Ratio | 0.1225 | |||
| Jensen Alpha | 0.1706 | |||
| Total Risk Alpha | 0.1192 | |||
| Sortino Ratio | 0.122 | |||
| Treynor Ratio | 17.09 | |||
| Maximum Drawdown | 5.16 | |||
| Value At Risk | (1.95) | |||
| Potential Upside | 1.82 | |||
| Downside Variance | 1.24 | |||
| Semi Variance | 0.773 | |||
| Expected Short fall | (0.94) | |||
| Skewness | (0.31) | |||
| Kurtosis | 0.5884 |
Xtrackers MSCI Japan Backtested Returns
Xtrackers MSCI appears to be very steady, given 3 months investment horizon. Xtrackers MSCI Japan shows Sharpe Ratio of 0.17, which attests that the etf had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Xtrackers MSCI Japan, which you can use to evaluate the volatility of the etf. Please utilize Xtrackers MSCI's Downside Deviation of 1.11, market risk adjusted performance of 17.1, and Mean Deviation of 0.8428 to validate if our risk estimates are consistent with your expectations. The entity maintains a market beta of 0.01, which attests to not very significant fluctuations relative to the market. 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 | 0.15 |
Insignificant predictability
Xtrackers MSCI Japan has insignificant 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 Japan price movement. The serial correlation of 0.15 indicates that less than 15.0% of current Xtrackers MSCI price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 143.6 K |
Generally speaking, the Price to Earnings ratio gives investors an idea of what the market is willing to pay for the company's current earnings.
| Competition |
Based on the latest financial disclosure, Xtrackers MSCI Japan has a Price To Earning of 15.5 times. This is much higher than that of the DWS Investment S.A. (ETF) family and significantly higher than that of the Japan Large-Cap Blend Equity category. The price to earning for all Switzerland etfs is notably lower than that of the firm.
Xtrackers MSCI Japan Fundamental Drivers 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 Japan 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 0.07 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Xtrackers MSCI Japan is roughly 13.36 . 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.Xtrackers Price To Earning Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Xtrackers MSCI's direct or indirect competition against its Price To Earning to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of Xtrackers MSCI could also be used in its relative valuation, which is a method of valuing Xtrackers MSCI by comparing valuation metrics of similar companies.Xtrackers MSCI is currently under evaluation in price to earning as compared to similar ETFs.
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 Japan 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 0.07 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Xtrackers MSCI Japan is roughly 13.36 . 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 53.83% of asset under management in tradable equity instruments, with the rest of investments concentrated in various types of exotic instruments.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 | 15.50 X | |||
| Price To Book | 1.16 X | |||
| Price To Sales | 0.74 X | |||
| One Year Return | 30.80 % | |||
| Three Year Return | 17.20 % | |||
| Five Year Return | 6.90 % | |||
| Ten Year Return | 8.80 % | |||
| Net Asset | 2.04 B | |||
| Equity Positions Weight | 53.83 % |
About Xtrackers MSCI Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Xtrackers MSCI Japan'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 Japan 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.The aim is for the investment to reflect the performance of the MSCI Total Return Net Japan Index which is designed to reflect the performance of the listed shares of certain companies from Japan. X MSCI is traded on Switzerland Exchange in Switzerland.
Also Currently Popular
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.When determining whether Xtrackers MSCI Japan is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Xtrackers Etf is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Xtrackers Msci Japan Etf. Highlighted below are key reports to facilitate an investment decision about Xtrackers Msci Japan Etf:Check out Your Current Watchlist to better understand how to build diversified portfolios, which includes a position in Xtrackers MSCI Japan. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in state. You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.