512380 (China) Performance
| 512380 Etf | 1.31 0.01 0.76% |
The entity owns a Beta (Systematic Risk) of 0.0354, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 512380's returns are expected to increase less than the market. However, during the bear market, the loss of holding 512380 is expected to be smaller as well.
Risk-Adjusted Performance
10 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in 512380 are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, 512380 sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
512380 |
512380 Relative Risk vs. Return Landscape
If you would invest 112.00 in 512380 on August 30, 2024 and sell it today you would earn a total of 19.00 from holding 512380 or generate 16.96% return on investment over 90 days. 512380 is generating 0.3098% of daily returns and assumes 2.2539% volatility on return distribution over the 90 days horizon. Simply put, 20% of etfs are less volatile than 512380, and 94% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
512380 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 512380's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as 512380, and traders can use it to determine the average amount a 512380'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 = 0.1375
| Best Portfolio | Best Equity | |||
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| Small Returns | 512380 | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 2.25 actual daily | 20 80% of assets are more volatile |
Expected Return
| 0.31 actual daily | 6 94% of assets have higher returns |
Risk-Adjusted Return
| 0.14 actual daily | 10 90% of assets perform better |
Based on monthly moving average 512380 is performing at about 10% 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 512380 by adding it to a well-diversified portfolio.
| 512380 may become a speculative penny stock |