Xtrackers Stoxx (Germany) Performance
| DXSK Etf | EUR 137.82 1.72 1.26% |
The entity maintains a market beta of -0.0978, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Xtrackers Stoxx are expected to decrease at a much lower rate. During the bear market, Xtrackers Stoxx is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days Xtrackers Stoxx has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable basic indicators, Xtrackers Stoxx is not utilizing all of its potentials. The newest stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
Xtrackers |
Xtrackers Stoxx Relative Risk vs. Return Landscape
If you would invest 14,520 in Xtrackers Stoxx on August 28, 2024 and sell it today you would lose (738.00) from holding Xtrackers Stoxx or give up 5.08% of portfolio value over 90 days. Xtrackers Stoxx is producing return of less than zero assuming 0.8987% volatility of returns over the 90 days investment horizon. Simply put, 8% of all etfs have less volatile historical return distribution than Xtrackers Stoxx, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Xtrackers Stoxx Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xtrackers Stoxx's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Xtrackers Stoxx, and traders can use it to determine the average amount a Xtrackers Stoxx'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 = -0.0862
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| Negative Returns | DXSK |
Estimated Market Risk
| 0.9 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.08 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 Xtrackers Stoxx 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 Xtrackers Stoxx by adding Xtrackers Stoxx to a well-diversified portfolio.
About Xtrackers Stoxx Performance
By analyzing Xtrackers Stoxx's fundamental ratios, stakeholders can gain valuable insights into Xtrackers Stoxx's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Xtrackers Stoxx 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 Xtrackers Stoxx has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| Xtrackers Stoxx generated a negative expected return over the last 90 days |
Other Information on Investing in Xtrackers Etf
Xtrackers Stoxx financial ratios help investors to determine whether Xtrackers 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 Xtrackers with respect to the benefits of owning Xtrackers Stoxx security.