Trend ETF (Brazil) Performance
| EURP11 Etf | BRL 13.14 0.19 1.47% |
The entity has a beta of -0.0261, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Trend ETF are expected to decrease at a much lower rate. During the bear market, Trend ETF is likely to outperform the market.
Risk-Adjusted Performance
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Weak
Compared to the overall equity markets, risk-adjusted returns on investments in Trend ETF MSCI are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, Trend ETF is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
| Fifty Two Week Low | 11.37 | |
| Fifty Two Week High | 11.62 |
Trend |
Trend ETF Relative Risk vs. Return Landscape
If you would invest 1,288 in Trend ETF MSCI on September 4, 2024 and sell it today you would earn a total of 26.00 from holding Trend ETF MSCI or generate 2.02% return on investment over 90 days. Trend ETF MSCI is generating 0.0366% of daily returns and assumes 0.9953% volatility on return distribution over the 90 days horizon. Simply put, 8% of etfs are less volatile than Trend, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Trend ETF Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Trend ETF's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Trend ETF MSCI, and traders can use it to determine the average amount a Trend ETF'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 = 0.0368
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | EURP11 |
Estimated Market Risk
| 1.0 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.04 actual daily | 2 98% of assets perform better |
Based on monthly moving average Trend ETF 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 Trend ETF by adding it to a well-diversified portfolio.
About Trend ETF Performance
By analyzing Trend ETF's fundamental ratios, stakeholders can gain valuable insights into Trend ETF's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Trend ETF 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 Trend ETF has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.