Munro Climate (Australia) Performance
| MCCL Etf | 16.18 0.23 1.40% |
The etf secures a Beta (Market Risk) of -0.0279, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Munro Climate are expected to decrease at a much lower rate. During the bear market, Munro Climate is likely to outperform the market.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Munro Climate Change has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, Munro Climate is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
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Munro |
Munro Climate Relative Risk vs. Return Landscape
If you would invest 1,735 in Munro Climate Change on December 11, 2024 and sell it today you would lose (117.00) from holding Munro Climate Change or give up 6.74% of portfolio value over 90 days. Munro Climate Change is generating negative expected returns and assumes 1.8929% volatility on return distribution over the 90 days horizon. Simply put, 16% of etfs are less volatile than Munro, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Munro Climate Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Munro Climate's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Munro Climate Change, and traders can use it to determine the average amount a Munro Climate'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 = -0.0518
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | MCCL |
Estimated Market Risk
| 1.89 actual daily | 16 84% of assets are more volatile |
Expected Return
| -0.1 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Munro Climate 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 Munro Climate by adding Munro Climate to a well-diversified portfolio.
About Munro Climate Performance
Assessing Munro Climate's fundamental ratios provides investors with valuable insights into Munro Climate's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Munro Climate 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.
Munro Climate is entity of Australia. It is traded as Etf on AU exchange.| Munro Climate Change generated a negative expected return over the last 90 days |
Other Information on Investing in Munro Etf
Munro Climate financial ratios help investors to determine whether Munro Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Munro with respect to the benefits of owning Munro Climate security.