ETF Diario (Mexico) Performance
| DIABLOI10 | MXN 12.45 0.06 0.48% |
The etf shows a Beta (market volatility) of -0.0713, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ETF Diario are expected to decrease at a much lower rate. During the bear market, ETF Diario is likely to outperform the market.
Risk-Adjusted Performance
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Modest
Compared to the overall equity markets, risk-adjusted returns on investments in ETF Diario Inverso are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. Despite fairly strong basic indicators, ETF Diario is not utilizing all of its potentials. The current stock price confusion, may contribute to short-horizon losses for the traders. ...more
| Fifty Two Week High | 16.50 |
ETF |
ETF Diario Relative Risk vs. Return Landscape
If you would invest 1,219 in ETF Diario Inverso on August 27, 2024 and sell it today you would earn a total of 26.00 from holding ETF Diario Inverso or generate 2.13% return on investment over 90 days. ETF Diario Inverso is generating 0.0373% of daily returns and assumes 0.8146% volatility on return distribution over the 90 days horizon. Simply put, 7% of etfs are less volatile than ETF, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ETF Diario Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ETF Diario's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as ETF Diario Inverso, and traders can use it to determine the average amount a ETF Diario'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 = 0.0458
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| Negative Returns | DIABLOI10 |
Estimated Market Risk
| 0.81 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.05 actual daily | 3 97% of assets perform better |
Based on monthly moving average ETF Diario is performing at about 3% 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 ETF Diario by adding it to a well-diversified portfolio.
About ETF Diario Performance
By evaluating ETF Diario's fundamental ratios, stakeholders can gain valuable insights into ETF Diario's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if ETF Diario has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if ETF Diario has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
ETF Diario Inverso de Bolsa is an exchange traded fund launched and managed by Actinver Tracs, S. ETF Diario Inverso de Bolsa was formed on October 26, 2010 and is domiciled in Mexico. ACTINVER CASA is traded on Mexico Stock Exchange in Mexico.