Flexshares Stoxx Global Etf Performance
| ESGG Etf | USD 173.15 1.25 0.73% |
The etf shows a Beta (market volatility) of 0.71, which means possible diversification benefits within a given portfolio. As returns on the market increase, FlexShares STOXX's returns are expected to increase less than the market. However, during the bear market, the loss of holding FlexShares STOXX is expected to be smaller as well.
Risk-Adjusted Performance
6 of 100
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Modest
Compared to the overall equity markets, risk-adjusted returns on investments in FlexShares STOXX Global are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable technical and fundamental indicators, FlexShares STOXX is not utilizing all of its potentials. The latest stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
| In Threey Sharp Ratio | 0.19 |
FlexShares |
FlexShares STOXX Relative Risk vs. Return Landscape
If you would invest 16,757 in FlexShares STOXX Global on September 1, 2024 and sell it today you would earn a total of 558.00 from holding FlexShares STOXX Global or generate 3.33% return on investment over 90 days. FlexShares STOXX Global is currently generating 0.0534% in daily expected returns and assumes 0.6709% risk (volatility on return distribution) over the 90 days horizon. In different words, 5% of etfs are less volatile than FlexShares, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
FlexShares STOXX Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for FlexShares STOXX's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as FlexShares STOXX Global, and traders can use it to determine the average amount a FlexShares 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 = 0.0796
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Estimated Market Risk
| 0.67 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 6 94% of assets perform better |
Based on monthly moving average FlexShares STOXX is performing at about 6% 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 FlexShares STOXX by adding it to a well-diversified portfolio.
FlexShares STOXX Fundamentals Growth
FlexShares Etf prices reflect investors' perceptions of the future prospects and financial health of FlexShares STOXX, and FlexShares STOXX fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on FlexShares Etf performance.
| Total Asset | 137.18 M | |||
About FlexShares STOXX Performance
By analyzing FlexShares STOXX's fundamental ratios, stakeholders can gain valuable insights into FlexShares STOXX's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if FlexShares 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 FlexShares STOXX has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
The index is designed to reflect the performance of a selection of companies that, in aggregate, score better with respect to a set of ESG KPIs relative to the STOXX Global 1800 Index, a float-adjusted market-capitalization weighted index of companies incorporated in the U.S. and in developed international markets. Flexshares Global is traded on BATS Exchange in the United States.| The fund retains 99.41% of its assets under management (AUM) in equities |
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in FlexShares STOXX Global. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in price. You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
The market value of FlexShares STOXX Global is measured differently than its book value, which is the value of FlexShares that is recorded on the company's balance sheet. Investors also form their own opinion of FlexShares STOXX's value that differs from its market value or its book value, called intrinsic value, which is FlexShares STOXX'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 FlexShares STOXX's market value can be influenced by many factors that don't directly affect FlexShares STOXX'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 FlexShares STOXX's value and its price as these two are different measures arrived at by different means. Investors typically determine if FlexShares STOXX is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FlexShares STOXX'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.