BetaShares Climate (Australia) Performance
| ERTH Etf | 8.92 0.03 0.34% |
The etf shows a Beta (market volatility) of 0.0112, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BetaShares Climate's returns are expected to increase less than the market. However, during the bear market, the loss of holding BetaShares Climate is expected to be smaller as well.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in BetaShares Climate Change are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively stable basic indicators, BetaShares Climate is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
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BetaShares Climate Relative Risk vs. Return Landscape
If you would invest 858.00 in BetaShares Climate Change on August 29, 2024 and sell it today you would earn a total of 34.00 from holding BetaShares Climate Change or generate 3.96% return on investment over 90 days. BetaShares Climate Change is generating 0.0657% of daily returns and assumes 1.0902% volatility on return distribution over the 90 days horizon. Simply put, 9% of etfs are less volatile than BetaShares, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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BetaShares Climate Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for BetaShares Climate's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as BetaShares Climate Change, and traders can use it to determine the average amount a BetaShares Climate'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 = 0.0602
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Estimated Market Risk
| 1.09 actual daily | 9 91% of assets are more volatile |
Expected Return
| 0.07 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 4 96% of assets perform better |
Based on monthly moving average BetaShares Climate is performing at about 4% 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 BetaShares Climate by adding it to a well-diversified portfolio.
About BetaShares Climate Performance
Assessing BetaShares Climate's fundamental ratios provides investors with valuable insights into BetaShares Climate's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the BetaShares Climate is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
BetaShares Climate is entity of Australia. It is traded as Etf on AU exchange.