ETC On (UK) Performance
| LIVU Etf | 76.88 0.42 0.54% |
The etf owns a Beta (Systematic Risk) of 0.0404, which means not very significant fluctuations relative to the market. As returns on the market increase, ETC On's returns are expected to increase less than the market. However, during the bear market, the loss of holding ETC On is expected to be smaller as well.
Risk-Adjusted Performance
22 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in ETC on CMCI are ranked lower than 22 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain basic indicators, ETC On may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
ETC |
ETC On Relative Risk vs. Return Landscape
If you would invest 6,956 in ETC on CMCI on September 1, 2024 and sell it today you would earn a total of 732.00 from holding ETC on CMCI or generate 10.52% return on investment over 90 days. ETC on CMCI is generating 0.1555% of daily returns and assumes 0.5425% volatility on return distribution over the 90 days horizon. Simply put, 4% of etfs are less volatile than ETC, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ETC On Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ETC On's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as ETC on CMCI, and traders can use it to determine the average amount a ETC On'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 = 0.2866
| Best Portfolio | Best Equity | |||
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| Small Returns | LIVU | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.54 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.16 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.29 actual daily | 22 78% of assets perform better |
Based on monthly moving average ETC On is performing at about 22% 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 ETC On by adding it to a well-diversified portfolio.
About ETC On Performance
Assessing ETC On's fundamental ratios provides investors with valuable insights into ETC On's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the ETC On 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.
ETC On is entity of United Kingdom. It is traded as Etf on LSE exchange.