Idx Dynamic Fixed Etf Performance
| DYFI Etf | 23.65 0.02 0.08% |
The etf retains a Market Volatility (i.e., Beta) of 0.0673, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IDX Dynamic's returns are expected to increase less than the market. However, during the bear market, the loss of holding IDX Dynamic is expected to be smaller as well.
Risk-Adjusted Performance
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Weak
Compared to the overall equity markets, risk-adjusted returns on investments in IDX Dynamic Fixed are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. Despite fairly strong technical and fundamental indicators, IDX Dynamic is not utilizing all of its potentials. The latest stock price confusion, may contribute to short-horizon losses for the traders. ...more
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IDX Dynamic Relative Risk vs. Return Landscape
If you would invest 2,355 in IDX Dynamic Fixed on August 27, 2024 and sell it today you would earn a total of 10.00 from holding IDX Dynamic Fixed or generate 0.42% return on investment over 90 days. IDX Dynamic Fixed is currently generating 0.0069% in daily expected returns and assumes 0.2499% risk (volatility on return distribution) over the 90 days horizon. In different words, 2% of etfs are less volatile than IDX, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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IDX Dynamic Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IDX Dynamic's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as IDX Dynamic Fixed, and traders can use it to determine the average amount a IDX Dynamic'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 = 0.0277
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| Negative Returns | DYFI |
Estimated Market Risk
| 0.25 actual daily | 2 98% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average IDX Dynamic is performing at about 2% 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 IDX Dynamic by adding it to a well-diversified portfolio.
About IDX Dynamic Performance
By evaluating IDX Dynamic's fundamental ratios, stakeholders can gain valuable insights into IDX Dynamic's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if IDX Dynamic 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 IDX Dynamic 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.
IDX Dynamic is entity of United States. It is traded as Etf on NASDAQ exchange.