Themes Global Systemically Etf Performance
| GSIB Etf | 38.61 2.80 1.25% |
The entity has a beta of 1.08, which indicates a somewhat significant risk relative to the market. Themes Global returns are very sensitive to returns on the market. As the market goes up or down, Themes Global is expected to follow.
Risk-Adjusted Performance
Weak
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Themes Global Systemically are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong forward indicators, Themes Global is not utilizing all of its potentials. The newest stock price disturbance, may contribute to short-term losses for the investors. ...more
Themes Global Relative Risk vs. Return Landscape
If you would invest 3,458 in Themes Global Systemically on January 16, 2025 and sell it today you would earn a total of 120.00 from holding Themes Global Systemically or generate 3.47% return on investment over 90 days. Themes Global Systemically is currently generating 0.0734% in daily expected returns and assumes 1.9775% risk (volatility on return distribution) over the 90 days horizon. In different words, 17% of etfs are less volatile than Themes, 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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Themes Global Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Themes Global's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Themes Global Systemically, and traders can use it to determine the average amount a Themes Global'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 = 0.0371
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Estimated Market Risk
| 1.98 actual daily | 17 83% of assets are more volatile |
Expected Return
| 0.07 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.04 actual daily | 2 98% of assets perform better |
Based on monthly moving average Themes Global 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 Themes Global by adding it to a well-diversified portfolio.
About Themes Global Performance
By analyzing Themes Global's fundamental ratios, stakeholders can gain valuable insights into Themes Global's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Themes Global 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 Themes Global has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.