Expat Czech (Germany) Performance
| CZX Etf | 1.58 0.01 0.64% |
The etf shows a Beta (market volatility) of 0.0571, which means not very significant fluctuations relative to the market. As returns on the market increase, Expat Czech's returns are expected to increase less than the market. However, during the bear market, the loss of holding Expat Czech is expected to be smaller as well.
Risk-Adjusted Performance
25 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Expat Czech PX are ranked lower than 25 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively fragile basic indicators, Expat Czech unveiled solid returns over the last few months and may actually be approaching a breakup point. ...more
Expat |
Expat Czech Relative Risk vs. Return Landscape
If you would invest 139.00 in Expat Czech PX on October 25, 2024 and sell it today you would earn a total of 19.00 from holding Expat Czech PX or generate 13.67% return on investment over 90 days. Expat Czech PX is generating 0.216% of daily returns and assumes 0.6805% volatility on return distribution over the 90 days horizon. Simply put, 6% of etfs are less volatile than Expat, and 96% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Expat Czech Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Expat Czech's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Expat Czech PX, and traders can use it to determine the average amount a Expat Czech'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 = 0.3175
| Best Portfolio | Best Equity | |||
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| Small Returns | CZX | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.68 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.22 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.32 actual daily | 25 75% of assets perform better |
Based on monthly moving average Expat Czech is performing at about 25% 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 Expat Czech by adding it to a well-diversified portfolio.
| Expat Czech PX may become a speculative penny stock |