Amundi Index (Germany) Performance
| 18MK Etf | EUR 981.60 1.20 0.12% |
The etf shows a Beta (market volatility) of 0.19, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Amundi Index's returns are expected to increase less than the market. However, during the bear market, the loss of holding Amundi Index is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days Amundi Index Solutions has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound technical and fundamental indicators, Amundi Index is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
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Amundi Index Relative Risk vs. Return Landscape
If you would invest 101,620 in Amundi Index Solutions on September 2, 2024 and sell it today you would lose (3,460) from holding Amundi Index Solutions or give up 3.4% of portfolio value over 90 days. Amundi Index Solutions is generating negative expected returns and assumes 0.899% volatility on return distribution over the 90 days horizon. Simply put, 8% of etfs are less volatile than Amundi, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Amundi Index Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amundi Index's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Amundi Index Solutions, and traders can use it to determine the average amount a Amundi Index'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 = -0.0567
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| Negative Returns | 18MK |
Estimated Market Risk
| 0.9 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.06 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Amundi Index 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 Amundi Index by adding Amundi Index to a well-diversified portfolio.
About Amundi Index Performance
By analyzing Amundi Index's fundamental ratios, stakeholders can gain valuable insights into Amundi Index's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Amundi Index 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 Amundi Index has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| Amundi Index generated a negative expected return over the last 90 days |
Other Information on Investing in Amundi Etf
Amundi Index financial ratios help investors to determine whether Amundi 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 Amundi with respect to the benefits of owning Amundi Index security.