Flexshares Esg Climate Etf Performance
| FEDM Etf | USD 49.33 0.17 0.35% |
The etf shows a Beta (market volatility) of 0.45, which means possible diversification benefits within a given portfolio. As returns on the market increase, FlexShares ESG's returns are expected to increase less than the market. However, during the bear market, the loss of holding FlexShares ESG is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days FlexShares ESG Climate has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy fundamental indicators, FlexShares ESG is not utilizing all of its potentials. The newest stock price disarray, may contribute to short-term losses for the investors. ...more
| In Threey Sharp Ratio | -0.02 |
FlexShares |
FlexShares ESG Relative Risk vs. Return Landscape
If you would invest 5,207 in FlexShares ESG Climate on August 26, 2024 and sell it today you would lose (274.00) from holding FlexShares ESG Climate or give up 5.26% of portfolio value over 90 days. FlexShares ESG Climate is currently does not generate positive expected returns and assumes 0.7957% risk (volatility on return distribution) over the 90 days horizon. In different words, 7% 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 ESG Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for FlexShares ESG's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as FlexShares ESG Climate, and traders can use it to determine the average amount a FlexShares ESG'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 = -0.1006
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| Negative Returns | FEDM |
Estimated Market Risk
| 0.8 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.08 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average FlexShares ESG is not performing at its full potential. However, 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 ESG by adding FlexShares ESG to a well-diversified portfolio.
FlexShares ESG Fundamentals Growth
FlexShares Etf prices reflect investors' perceptions of the future prospects and financial health of FlexShares ESG, and FlexShares ESG 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 | 16.33 M | |||
About FlexShares ESG Performance
By examining FlexShares ESG's fundamental ratios, stakeholders can obtain critical insights into FlexShares ESG's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that FlexShares ESG is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
The underlying index is designed to reflect the performance of a selection of companies that exhibit certain ESG characteristics, while also seeking to provide broad-market, core exposure to publicly traded equity securities issued by companies domiciled in developed market countries, excluding the U.S. Flexshares ESG is traded on NYSEARCA Exchange in the United States.| FlexShares ESG generated a negative expected return over the last 90 days | |
| The fund retains 99.43% 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 ESG Climate. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in unemployment. You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
The market value of FlexShares ESG Climate 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 ESG's value that differs from its market value or its book value, called intrinsic value, which is FlexShares ESG'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 ESG's market value can be influenced by many factors that don't directly affect FlexShares ESG'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 ESG's value and its price as these two are different measures arrived at by different means. Investors typically determine if FlexShares ESG is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FlexShares ESG'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.