Abrdn Global (UK) Performance
| AREG Etf | 880.30 5.80 0.66% |
The etf shows a Beta (market volatility) of 0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Abrdn Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Abrdn Global is expected to be smaller as well.
Risk-Adjusted Performance
9 of 100
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OK
Compared to the overall equity markets, risk-adjusted returns on investments in abrdn Global Real are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively stable basic indicators, Abrdn Global is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
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Abrdn Global Relative Risk vs. Return Landscape
If you would invest 83,755 in abrdn Global Real on August 30, 2024 and sell it today you would earn a total of 4,275 from holding abrdn Global Real or generate 5.1% return on investment over 90 days. abrdn Global Real is generating 0.0787% of daily returns and assumes 0.6544% volatility on return distribution over the 90 days horizon. Simply put, 5% of etfs are less volatile than Abrdn, 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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Abrdn Global Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Abrdn Global's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as abrdn Global Real, and traders can use it to determine the average amount a Abrdn Global'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 = 0.1203
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Estimated Market Risk
| 0.65 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
| 0.12 actual daily | 9 91% of assets perform better |
Based on monthly moving average Abrdn Global 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 Abrdn Global by adding it to a well-diversified portfolio.