Sgi Dynamic Tactical Etf Performance
| DYTA Etf | 28.50 0.07 0.25% |
The entity has a beta of 0.44, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SGI Dynamic's returns are expected to increase less than the market. However, during the bear market, the loss of holding SGI Dynamic is expected to be smaller as well.
Risk-Adjusted Performance
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Modest
Compared to the overall equity markets, risk-adjusted returns on investments in SGI Dynamic Tactical are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, SGI Dynamic is not utilizing all of its potentials. The newest stock price disturbance, may contribute to short-term losses for the investors. ...more
1 | SGI Dynamic Tactical ETF Short Interest Up 66.7 percent in October | 11/14/2024 |
2 | SGI Dynamic Tactical ETF Short Interest Up 160.0 percent in November - Defense World | 11/29/2024 |
3 | Pivots Trading Plans and Risk Controls - Stock Traders Daily | 01/30/2025 |
SGI |
SGI Dynamic Relative Risk vs. Return Landscape
If you would invest 2,751 in SGI Dynamic Tactical on November 2, 2024 and sell it today you would earn a total of 99.00 from holding SGI Dynamic Tactical or generate 3.6% return on investment over 90 days. SGI Dynamic Tactical is currently generating 0.0639% in daily expected returns and assumes 0.8902% risk (volatility on return distribution) over the 90 days horizon. In different words, 7% of etfs are less volatile than SGI, 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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SGI Dynamic Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SGI Dynamic's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as SGI Dynamic Tactical, and traders can use it to determine the average amount a SGI 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 = 0.0717
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Estimated Market Risk
| 0.89 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average SGI Dynamic is performing at about 5% 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 SGI Dynamic by adding it to a well-diversified portfolio.
About SGI Dynamic Performance
By analyzing SGI Dynamic's fundamental ratios, stakeholders can gain valuable insights into SGI Dynamic's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if SGI 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 SGI Dynamic has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
SGI Dynamic is entity of United States. It is traded as Etf on NASDAQ exchange.| Latest headline from news.google.com: Pivots Trading Plans and Risk Controls - Stock Traders Daily |
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in SGI Dynamic Tactical. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in estimate. You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
The market value of SGI Dynamic Tactical is measured differently than its book value, which is the value of SGI that is recorded on the company's balance sheet. Investors also form their own opinion of SGI Dynamic's value that differs from its market value or its book value, called intrinsic value, which is SGI Dynamic'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 SGI Dynamic's market value can be influenced by many factors that don't directly affect SGI Dynamic'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 SGI Dynamic's value and its price as these two are different measures arrived at by different means. Investors typically determine if SGI Dynamic is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SGI Dynamic'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.