Fubon FTSE (Taiwan) Performance
| 006208 Etf | TWD 107.55 0.75 0.69% |
The etf shows a Beta (market volatility) of 0.091, which means not very significant fluctuations relative to the market. As returns on the market increase, Fubon FTSE's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fubon FTSE is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Fubon FTSE TWSE has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Fubon FTSE is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
Fubon |
Fubon FTSE Relative Risk vs. Return Landscape
If you would invest 11,430 in Fubon FTSE TWSE on December 23, 2024 and sell it today you would lose (675.00) from holding Fubon FTSE TWSE or give up 5.91% of portfolio value over 90 days. Fubon FTSE TWSE is generating negative expected returns and assumes 1.1944% volatility on return distribution over the 90 days horizon. Simply put, 10% of etfs are less volatile than Fubon, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Fubon FTSE Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fubon FTSE's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Fubon FTSE TWSE, and traders can use it to determine the average amount a Fubon FTSE'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 = -0.0835
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 006208 |
Estimated Market Risk
| 1.19 actual daily | 10 90% of assets are more volatile |
Expected Return
| -0.1 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.08 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Fubon FTSE is not performing at its full potential. However, 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 Fubon FTSE by adding Fubon FTSE to a well-diversified portfolio.
Fubon FTSE Fundamentals Growth
Fubon Etf prices reflect investors' perceptions of the future prospects and financial health of Fubon FTSE, and Fubon FTSE 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 Fubon Etf performance.
| Price To Earning | 14.42 X | |||
| Price To Book | 1.67 X | |||
| Price To Sales | 1.11 X | |||
| Total Asset | 1.13 B | |||
About Fubon FTSE Performance
By analyzing Fubon FTSE's fundamental ratios, stakeholders can gain valuable insights into Fubon FTSE's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Fubon FTSE 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 Fubon FTSE has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
The investment seeks to track the price and performance yield, before fees and expenses, of the MSCI Taiwan index but it closely track the performance of Taiwan 50 Index . Fubon FTSE is traded on Taiwan Stock Exchange in Taiwan.| Fubon FTSE TWSE generated a negative expected return over the last 90 days | |
| The fund holds 99.12% of its total net assets in equities |
Other Information on Investing in Fubon Etf
Fubon FTSE financial ratios help investors to determine whether Fubon 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 Fubon with respect to the benefits of owning Fubon FTSE security.