Amundi Stoxx (Germany) Performance
| AE50 Etf | 123.22 1.02 0.83% |
The etf shows a Beta (market volatility) of 0.0993, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Amundi Stoxx's returns are expected to increase less than the market. However, during the bear market, the loss of holding Amundi Stoxx is expected to be smaller as well.
Risk-Adjusted Performance
11 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in Amundi Stoxx Europe are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. In spite of rather unsteady basic indicators, Amundi Stoxx may actually be approaching a critical reversion point that can send shares even higher in March 2025. ...more
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Amundi Stoxx Relative Risk vs. Return Landscape
If you would invest 11,584 in Amundi Stoxx Europe on November 2, 2024 and sell it today you would earn a total of 738.00 from holding Amundi Stoxx Europe or generate 6.37% return on investment over 90 days. Amundi Stoxx Europe is generating 0.1073% of daily returns and assumes 0.7274% volatility on return distribution over the 90 days horizon. Simply put, 6% of etfs are less volatile than Amundi, and 98% 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 Stoxx Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amundi Stoxx's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Amundi Stoxx Europe, and traders can use it to determine the average amount a Amundi Stoxx'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 = 0.1476
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Estimated Market Risk
| 0.73 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.11 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.15 actual daily | 11 89% of assets perform better |
Based on monthly moving average Amundi Stoxx is performing at about 11% 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 Amundi Stoxx by adding it to a well-diversified portfolio.