KSM Mutual (Israel) Performance
| KSM-F111 | ILA 60,040 120.00 0.20% |
The etf secures a Beta (Market Risk) of 0.2, which conveys not very significant fluctuations relative to the market. As returns on the market increase, KSM Mutual's returns are expected to increase less than the market. However, during the bear market, the loss of holding KSM Mutual is expected to be smaller as well.
Risk-Adjusted Performance
12 of 100
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Good
Compared to the overall equity markets, risk-adjusted returns on investments in KSM Mutual Funds are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak technical and fundamental indicators, KSM Mutual sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
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KSM Mutual Relative Risk vs. Return Landscape
If you would invest 5,150,000 in KSM Mutual Funds on August 29, 2024 and sell it today you would earn a total of 854,000 from holding KSM Mutual Funds or generate 16.58% return on investment over 90 days. KSM Mutual Funds is generating 0.3675% of daily returns and assumes 2.3088% volatility on return distribution over the 90 days horizon. Simply put, 20% of etfs are less volatile than KSM, and 93% 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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KSM Mutual Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for KSM Mutual's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as KSM Mutual Funds, and traders can use it to determine the average amount a KSM Mutual'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 = 0.1592
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Estimated Market Risk
| 2.31 actual daily | 20 80% of assets are more volatile |
Expected Return
| 0.37 actual daily | 7 93% of assets have higher returns |
Risk-Adjusted Return
| 0.16 actual daily | 12 88% of assets perform better |
Based on monthly moving average KSM Mutual is performing at about 12% 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 KSM Mutual by adding it to a well-diversified portfolio.
About KSM Mutual Performance
By analyzing KSM Mutual's fundamental ratios, stakeholders can gain valuable insights into KSM Mutual's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if KSM Mutual 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 KSM Mutual has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.