New York Life Etf Performance
| MMSD Etf | 25.45 0.01 0.04% |
The etf secures a Beta (Market Risk) of -0.024, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning New York are expected to decrease at a much lower rate. During the bear market, New York is likely to outperform the market.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in New York Life are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound basic indicators, New York is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
New York Relative Risk vs. Return Landscape
If you would invest 2,531 in New York Life on September 27, 2025 and sell it today you would earn a total of 14.00 from holding New York Life or generate 0.55% return on investment over 90 days. New York Life is currently generating 0.0086% in daily expected returns and assumes 0.0697% risk (volatility on return distribution) over the 90 days horizon. In different words, 0% of etfs are less volatile than New, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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New York Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for New York's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as New York Life, and traders can use it to determine the average amount a New York'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 = 0.1239
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Based on monthly moving average New York 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 New York by adding it to a well-diversified portfolio.
About New York Performance
By analyzing New York's fundamental ratios, stakeholders can gain valuable insights into New York's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if New York 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 New York has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.