Brompton Enhanced Multi Asset Etf Performance
| BMAX Etf | 14.43 0.10 0.70% |
The etf shows a Beta (market volatility) of 0.46, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Brompton Enhanced's returns are expected to increase less than the market. However, during the bear market, the loss of holding Brompton Enhanced is expected to be smaller as well.
Risk-Adjusted Performance
14 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in Brompton Enhanced Multi Asset are ranked lower than 14 (%) of all global equities and portfolios over the last 90 days. In spite of very unfluctuating basic indicators, Brompton Enhanced may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
Brompton |
Brompton Enhanced Relative Risk vs. Return Landscape
If you would invest 1,337 in Brompton Enhanced Multi Asset on September 3, 2024 and sell it today you would earn a total of 106.00 from holding Brompton Enhanced Multi Asset or generate 7.93% return on investment over 90 days. Brompton Enhanced Multi Asset is generating 0.1213% of daily returns and assumes 0.6478% volatility on return distribution over the 90 days horizon. Simply put, 5% of etfs are less volatile than Brompton, 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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Brompton Enhanced Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Brompton Enhanced's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Brompton Enhanced Multi Asset, and traders can use it to determine the average amount a Brompton Enhanced'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 = 0.1873
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Estimated Market Risk
| 0.65 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.12 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.19 actual daily | 14 86% of assets perform better |
Based on monthly moving average Brompton Enhanced is performing at about 14% 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 Brompton Enhanced by adding it to a well-diversified portfolio.
About Brompton Enhanced Performance
By examining Brompton Enhanced's fundamental ratios, stakeholders can obtain critical insights into Brompton Enhanced's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Brompton Enhanced is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
Brompton Enhanced is entity of Canada. It is traded as Etf on TO exchange.| Latest headline from news.google.com: How to Turn a 15,000 TFSA Into 171,000 - MSN |
Other Information on Investing in Brompton Etf
Brompton Enhanced financial ratios help investors to determine whether Brompton Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Brompton with respect to the benefits of owning Brompton Enhanced security.