Agfiq Market Neutral Etf Performance
| BTAL Etf | USD 19.01 0.19 0.99% |
The etf shows a Beta (market volatility) of -0.53, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning AGFiQ Market are expected to decrease at a much lower rate. During the bear market, AGFiQ Market is likely to outperform the market.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days AGFiQ Market Neutral has generated negative risk-adjusted returns adding no value to investors with long positions. Despite quite persistent basic indicators, AGFiQ Market is not utilizing all of its potentials. The latest stock price mess, may contribute to short-term losses for the institutional investors. ...more
1 | AGF U.S. Market Neutral Anti-Beta Fund Trading 1.1 percent Higher Time to Buy | 11/15/2024 |
| In Threey Sharp Ratio | 0.33 |
AGFiQ |
AGFiQ Market Relative Risk vs. Return Landscape
If you would invest 1,996 in AGFiQ Market Neutral on August 27, 2024 and sell it today you would lose (95.00) from holding AGFiQ Market Neutral or give up 4.76% of portfolio value over 90 days. AGFiQ Market Neutral is currently does not generate positive expected returns and assumes 0.8159% risk (volatility on return distribution) over the 90 days horizon. In different words, 7% of etfs are less volatile than AGFiQ, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
AGFiQ Market Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for AGFiQ Market's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as AGFiQ Market Neutral, and traders can use it to determine the average amount a AGFiQ Market'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 = -0.0893
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | BTAL |
Estimated Market Risk
| 0.82 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.07 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average AGFiQ Market is not performing at its full potential. However, 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 AGFiQ Market by adding AGFiQ Market to a well-diversified portfolio.
AGFiQ Market Fundamentals Growth
AGFiQ Etf prices reflect investors' perceptions of the future prospects and financial health of AGFiQ Market, and AGFiQ Market fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on AGFiQ Etf performance.
| Price To Earning | 21.99 X | |||
| Price To Book | 2.77 X | |||
| Price To Sales | 1.52 X | |||
| Total Asset | 312.33 M | |||
About AGFiQ Market Performance
By examining AGFiQ Market's fundamental ratios, stakeholders can obtain critical insights into AGFiQ Market'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 AGFiQ Market 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.
The fund will invest primarily in long positions in low beta U.S. equities and short positions in high beta U.S. equities on a dollar neutral basis, within sectors. US Anti-Beta is traded on NYSEARCA Exchange in the United States.| AGFiQ Market Neutral generated a negative expected return over the last 90 days | |
| Latest headline from thelincolnianonline.com: AGF U.S. Market Neutral Anti-Beta Fund Trading 1.1 percent Higher Time to Buy | |
| The fund created five year return of -2.0% | |
| AGFiQ Market Neutral holds most of the assets under management (AUM) in different types of exotic instruments. |
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in AGFiQ Market Neutral. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in nation. You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
The market value of AGFiQ Market Neutral is measured differently than its book value, which is the value of AGFiQ that is recorded on the company's balance sheet. Investors also form their own opinion of AGFiQ Market's value that differs from its market value or its book value, called intrinsic value, which is AGFiQ Market's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because AGFiQ Market's market value can be influenced by many factors that don't directly affect AGFiQ Market's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between AGFiQ Market's value and its price as these two are different measures arrived at by different means. Investors typically determine if AGFiQ Market is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, AGFiQ Market's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.