HSBC FTSE (UK) Performance
| HPRA Etf | 26.45 0.13 0.49% |
The etf owns a Beta (Systematic Risk) of 0.21, which attests to not very significant fluctuations relative to the market. As returns on the market increase, HSBC FTSE's returns are expected to increase less than the market. However, during the bear market, the loss of holding HSBC FTSE is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days HSBC FTSE EPRA has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, HSBC FTSE 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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HSBC FTSE Relative Risk vs. Return Landscape
If you would invest 2,673 in HSBC FTSE EPRA on August 26, 2024 and sell it today you would lose (28.00) from holding HSBC FTSE EPRA or give up 1.05% of portfolio value over 90 days. HSBC FTSE EPRA is generating negative expected returns and assumes 0.6447% volatility on return distribution over the 90 days horizon. Simply put, 5% of etfs are less volatile than HSBC, 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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HSBC FTSE Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for HSBC FTSE's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as HSBC FTSE EPRA, and traders can use it to determine the average amount a HSBC FTSE'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 = -0.022
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| Negative Returns | HPRA |
Estimated Market Risk
| 0.64 actual daily | 5 95% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average HSBC FTSE 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 HSBC FTSE by adding HSBC FTSE to a well-diversified portfolio.
About HSBC FTSE Performance
Assessing HSBC FTSE's fundamental ratios provides investors with valuable insights into HSBC FTSE's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the HSBC FTSE 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.
HSBC FTSE is entity of United Kingdom. It is traded as Etf on LSE exchange.| HSBC FTSE EPRA generated a negative expected return over the last 90 days |
Other Information on Investing in HSBC Etf
HSBC FTSE financial ratios help investors to determine whether HSBC Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in HSBC with respect to the benefits of owning HSBC FTSE security.