Source KBW (Germany) Performance
| KFTK Etf | 57.93 0.07 0.12% |
The entity has a beta of 0.35, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Source KBW's returns are expected to increase less than the market. However, during the bear market, the loss of holding Source KBW is expected to be smaller as well.
Risk-Adjusted Performance
27 of 100
Weak | Strong |
Strong
Compared to the overall equity markets, risk-adjusted returns on investments in Source KBW NASDAQ are ranked lower than 27 (%) of all global equities and portfolios over the last 90 days. In spite of rather fragile forward-looking signals, Source KBW exhibited solid returns over the last few months and may actually be approaching a breakup point. ...more
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Source KBW Relative Risk vs. Return Landscape
If you would invest 4,440 in Source KBW NASDAQ on September 12, 2024 and sell it today you would earn a total of 1,353 from holding Source KBW NASDAQ or generate 30.47% return on investment over 90 days. Source KBW NASDAQ is generating 0.4236% of daily returns and assumes 1.2175% volatility on return distribution over the 90 days horizon. Simply put, 10% of etfs are less volatile than Source, and 92% 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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Source KBW Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Source KBW's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Source KBW NASDAQ, and traders can use it to determine the average amount a Source KBW'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 = 0.348
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Estimated Market Risk
| 1.22 actual daily | 10 90% of assets are more volatile |
Expected Return
| 0.42 actual daily | 8 92% of assets have higher returns |
Risk-Adjusted Return
| 0.35 actual daily | 27 73% of assets perform better |
Based on monthly moving average Source KBW is performing at about 27% 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 Source KBW by adding it to a well-diversified portfolio.