Research Affiliates Deletions Etf Performance
| NIXT Etf | 26.46 0.23 0.86% |
The etf holds a Beta of 0.17, which implies not very significant fluctuations relative to the market. As returns on the market increase, Research Affiliates' returns are expected to increase less than the market. However, during the bear market, the loss of holding Research Affiliates is expected to be smaller as well.
Risk-Adjusted Performance
3 of 100
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Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in Research Affiliates Deletions are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively stable basic indicators, Research Affiliates 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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Research Affiliates Relative Risk vs. Return Landscape
If you would invest 2,584 in Research Affiliates Deletions on November 3, 2024 and sell it today you would earn a total of 62.00 from holding Research Affiliates Deletions or generate 2.4% return on investment over 90 days. Research Affiliates Deletions is currently generating 0.0467% in daily expected returns and assumes 1.2083% risk (volatility on return distribution) over the 90 days horizon. In different words, 10% of etfs are less volatile than Research, 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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Research Affiliates Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Research Affiliates' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Research Affiliates Deletions, and traders can use it to determine the average amount a Research Affiliates' 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 = 0.0387
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Estimated Market Risk
| 1.21 actual daily | 10 90% of assets are more volatile |
Expected Return
| 0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.04 actual daily | 3 97% of assets perform better |
Based on monthly moving average Research Affiliates is performing at about 3% 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 Research Affiliates by adding it to a well-diversified portfolio.
About Research Affiliates Performance
Assessing Research Affiliates' fundamental ratios provides investors with valuable insights into Research Affiliates' financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Research Affiliates 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.