Fuh Hwa (Taiwan) Performance
| 00929 Etf | 18.04 0.15 0.84% |
The etf shows a Beta (market volatility) of 0.0134, which means not very significant fluctuations relative to the market. As returns on the market increase, Fuh Hwa's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fuh Hwa is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days Fuh Hwa Taiwan has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, Fuh Hwa is not utilizing all of its potentials. The current stock price uproar, may contribute to short-horizon losses for the private investors. ...more
Fuh |
Fuh Hwa Relative Risk vs. Return Landscape
If you would invest 1,912 in Fuh Hwa Taiwan on August 24, 2024 and sell it today you would lose (108.00) from holding Fuh Hwa Taiwan or give up 5.65% of portfolio value over 90 days. Fuh Hwa Taiwan is generating negative expected returns and assumes 0.7104% volatility on return distribution over the 90 days horizon. Simply put, 6% of etfs are less volatile than Fuh, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Fuh Hwa Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fuh Hwa's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Fuh Hwa Taiwan, and traders can use it to determine the average amount a Fuh Hwa'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 = -0.1263
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 00929 |
Estimated Market Risk
| 0.71 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.09 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Fuh Hwa 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 Fuh Hwa by adding Fuh Hwa to a well-diversified portfolio.
| Fuh Hwa Taiwan generated a negative expected return over the last 90 days |