CIMB SP (Germany) Performance
| P5P Etf | 34.69 0.71 2.01% |
The etf shows a Beta (market volatility) of 0.27, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CIMB SP's returns are expected to increase less than the market. However, during the bear market, the loss of holding CIMB SP is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days CIMB SP Ethical has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest unsteady performance, the Etf's basic indicators remain stable and the newest uproar on Wall Street may also be a sign of mid-term gains for the exchange-traded fund private investors. ...more
CIMB |
CIMB SP Relative Risk vs. Return Landscape
If you would invest 3,770 in CIMB SP Ethical on November 3, 2024 and sell it today you would lose (268.00) from holding CIMB SP Ethical or give up 7.11% of portfolio value over 90 days. CIMB SP Ethical is generating negative expected returns and assumes 1.1873% volatility on return distribution over the 90 days horizon. Simply put, 10% of etfs are less volatile than CIMB, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
CIMB SP Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for CIMB SP's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as CIMB SP Ethical, and traders can use it to determine the average amount a CIMB SP'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 = -0.0976
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| Negative Returns | P5P |
Estimated Market Risk
| 1.19 actual daily | 10 90% of assets are more volatile |
Expected Return
| -0.12 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average CIMB SP 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 CIMB SP by adding CIMB SP to a well-diversified portfolio.
| CIMB SP Ethical generated a negative expected return over the last 90 days |