Ft Cboe Vest Etf Performance
| MAYB-F Etf | 45.00 0.11 0.25% |
The etf owns a Beta (Systematic Risk) of 0.13, which means not very significant fluctuations relative to the market. As returns on the market increase, FT Cboe's returns are expected to increase less than the market. However, during the bear market, the loss of holding FT Cboe is expected to be smaller as well.
Risk-Adjusted Performance
9 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in FT Cboe Vest are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, FT Cboe is not utilizing all of its potentials. The recent stock price disturbance, may contribute to short-term losses for the investors. ...more
1 | Bitcoin 16 percent drop in trading volume explainable, as price may fluctuate to 72K - TradingView | 10/04/2024 |
MAYB-F |
FT Cboe Relative Risk vs. Return Landscape
If you would invest 4,336 in FT Cboe Vest on August 27, 2024 and sell it today you would earn a total of 145.00 from holding FT Cboe Vest or generate 3.34% return on investment over 90 days. FT Cboe Vest is generating 0.0532% of daily returns and assumes 0.4496% volatility on return distribution over the 90 days horizon. Simply put, 4% of etfs are less volatile than MAYB-F, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
FT Cboe Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for FT Cboe's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as FT Cboe Vest, and traders can use it to determine the average amount a FT Cboe'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 = 0.1184
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| Cash | MAYB-F | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.45 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.12 actual daily | 9 91% of assets perform better |
Based on monthly moving average FT Cboe is performing at about 9% 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 FT Cboe by adding it to a well-diversified portfolio.
About FT Cboe Performance
By analyzing FT Cboe's fundamental ratios, stakeholders can gain valuable insights into FT Cboe's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if FT Cboe 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 FT Cboe has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
FT Cboe is entity of Canada. It is traded as Etf on TO exchange.