BetaShares Australia (Australia) Performance
| A200 Etf | 140.68 1.19 0.85% |
The etf shows a Beta (market volatility) of 0.0467, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BetaShares Australia's returns are expected to increase less than the market. However, during the bear market, the loss of holding BetaShares Australia is expected to be smaller as well.
Risk-Adjusted Performance
9 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in BetaShares Australia 200 are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively stable basic indicators, BetaShares Australia is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
1 | Overinvested in the BetaShares Australia 200 ETF Try these 2 ASX ETFs - MSN | 10/01/2024 |
BetaShares |
BetaShares Australia Relative Risk vs. Return Landscape
If you would invest 13,402 in BetaShares Australia 200 on August 25, 2024 and sell it today you would earn a total of 666.00 from holding BetaShares Australia 200 or generate 4.97% return on investment over 90 days. BetaShares Australia 200 is generating 0.0752% of daily returns and assumes 0.5928% volatility on return distribution over the 90 days horizon. Simply put, 5% of etfs are less volatile than BetaShares, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
BetaShares Australia Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for BetaShares Australia's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as BetaShares Australia 200, and traders can use it to determine the average amount a BetaShares Australia'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 = 0.1269
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | A200 | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.59 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.08 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.13 actual daily | 9 91% of assets perform better |
Based on monthly moving average BetaShares Australia is performing at about 9% 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 BetaShares Australia by adding it to a well-diversified portfolio.
About BetaShares Australia Performance
Assessing BetaShares Australia's fundamental ratios provides investors with valuable insights into BetaShares Australia's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the BetaShares Australia is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
BetaShares Australia is entity of Australia. It is traded as Etf on AU exchange.