SOL Dividend (Korea) Performance
| 446720 Etf | 11,970 50.00 0.42% |
The entity has a beta of 0.43, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SOL Dividend's returns are expected to increase less than the market. However, during the bear market, the loss of holding SOL Dividend is expected to be smaller as well.
Risk-Adjusted Performance
7 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in SOL Dividend Equity are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, SOL Dividend is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
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SOL Dividend Relative Risk vs. Return Landscape
If you would invest 1,137,102 in SOL Dividend Equity on October 23, 2024 and sell it today you would earn a total of 59,898 from holding SOL Dividend Equity or generate 5.27% return on investment over 90 days. SOL Dividend Equity is generating 0.0865% of daily returns and assumes 0.8665% volatility on return distribution over the 90 days horizon. Simply put, 7% of etfs are less volatile than SOL, 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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SOL Dividend Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SOL Dividend's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as SOL Dividend Equity, and traders can use it to determine the average amount a SOL Dividend'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 = 0.0998
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| Cash | 446720 | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.87 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.09 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 7 93% of assets perform better |
Based on monthly moving average SOL Dividend is performing at about 7% of its full potential. 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 SOL Dividend by adding it to a well-diversified portfolio.