Neos Russell 2000 Etf Performance

IWMI Etf   49.98  0.15  0.30%   
The etf secures a Beta (Market Risk) of 0.0098, which conveys not very significant fluctuations relative to the market. As returns on the market increase, NEOS Russell's returns are expected to increase less than the market. However, during the bear market, the loss of holding NEOS Russell is expected to be smaller as well.

Risk-Adjusted Performance

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Over the last 90 days NEOS Russell 2000 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite fairly strong primary indicators, NEOS Russell is not utilizing all of its potentials. The recent stock price confusion, may contribute to short-horizon losses for the traders. ...more
JavaScript chart by amCharts 3.21.151Dec2025Feb -6-4-202
JavaScript chart by amCharts 3.21.15NEOS Russell 2000 NEOS Russell 2000 Dividend Benchmark Dow Jones Industrial
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Investment Analysis and Advice - Stock Traders Daily
02/11/2025
  

NEOS Russell Relative Risk vs. Return Landscape

If you would invest  5,125  in NEOS Russell 2000 on November 21, 2024 and sell it today you would lose (127.00) from holding NEOS Russell 2000 or give up 2.48% of portfolio value over 90 days. NEOS Russell 2000 is currently does not generate positive expected returns and assumes 0.8893% risk (volatility on return distribution) over the 90 days horizon. In different words, 7% of etfs are less volatile than NEOS, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon.
  Expected Return   
JavaScript chart by amCharts 3.21.15CashMarketIWMI 0.00.20.40.60.81.0 -0.04-0.03-0.02-0.010.000.010.020.03
       Risk  
Given the investment horizon of 90 days NEOS Russell is expected to under-perform the market. In addition to that, the company is 1.24 times more volatile than its market benchmark. It trades about -0.04 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.04 per unit of volatility.

NEOS Russell Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for NEOS Russell's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as NEOS Russell 2000, and traders can use it to determine the average amount a NEOS Russell'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 = -0.0442

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Estimated Market Risk

 0.89
  actual daily
7
93% 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
0
Most of other assets perform better
Based on monthly moving average NEOS Russell 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 NEOS Russell by adding NEOS Russell to a well-diversified portfolio.

About NEOS Russell Performance

By evaluating NEOS Russell's fundamental ratios, stakeholders can gain valuable insights into NEOS Russell's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if NEOS Russell 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 NEOS Russell has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
NEOS Russell is entity of United States. It is traded as Etf on BATS exchange.
NEOS Russell 2000 generated a negative expected return over the last 90 days
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When determining whether NEOS Russell 2000 offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of NEOS Russell's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Neos Russell 2000 Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Neos Russell 2000 Etf:
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in NEOS Russell 2000. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in population.
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 NEOS Russell 2000 is measured differently than its book value, which is the value of NEOS that is recorded on the company's balance sheet. Investors also form their own opinion of NEOS Russell's value that differs from its market value or its book value, called intrinsic value, which is NEOS Russell'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 NEOS Russell's market value can be influenced by many factors that don't directly affect NEOS Russell'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 NEOS Russell's value and its price as these two are different measures arrived at by different means. Investors typically determine if NEOS Russell is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, NEOS Russell'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.

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