453950 (Korea) Performance
| 453950 Etf | 14,615 365.00 2.44% |
The entity owns a Beta (Systematic Risk) of 0.0695, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 453950's returns are expected to increase less than the market. However, during the bear market, the loss of holding 453950 is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days 453950 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, 453950 is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
453950 |
453950 Relative Risk vs. Return Landscape
If you would invest 1,544,000 in 453950 on December 9, 2024 and sell it today you would lose (82,500) from holding 453950 or give up 5.34% of portfolio value over 90 days. 453950 is generating negative expected returns and assumes 1.5394% volatility on return distribution over the 90 days horizon. Simply put, 13% of etfs are less volatile than 453950, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
453950 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 453950's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as 453950, and traders can use it to determine the average amount a 453950'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 = -0.0539
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| Negative Returns | 453950 |
Estimated Market Risk
| 1.54 actual daily | 13 87% of assets are more volatile |
Expected Return
| -0.08 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average 453950 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 453950 by adding 453950 to a well-diversified portfolio.
| 453950 generated a negative expected return over the last 90 days |