Flexshares Quality Low Etf Performance
| QLV Etf | USD 67.95 0.01 0.01% |
The etf shows a Beta (market volatility) of 0.56, which means possible diversification benefits within a given portfolio. As returns on the market increase, FlexShares Quality's returns are expected to increase less than the market. However, during the bear market, the loss of holding FlexShares Quality is expected to be smaller as well.
Risk-Adjusted Performance
8 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in FlexShares Quality Low are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. In spite of fairly stable essential indicators, FlexShares Quality is not utilizing all of its potentials. The latest stock price fuss, may contribute to near-short-term losses for the sophisticated investors. ...more
1 | QLV Better Low-Volatility ETF Than Quality ETF - Seeking Alpha | 11/06/2024 |
| In Threey Sharp Ratio | 0.35 |
FlexShares |
FlexShares Quality Relative Risk vs. Return Landscape
If you would invest 6,544 in FlexShares Quality Low on August 30, 2024 and sell it today you would earn a total of 251.00 from holding FlexShares Quality Low or generate 3.84% return on investment over 90 days. FlexShares Quality Low is generating 0.0603% of daily returns assuming volatility of 0.554% on return distribution over 90 days investment horizon. In other words, 4% of etfs are less volatile than FlexShares, and above 99% of all equities are expected to generate higher returns over the next 90 days. Expected Return |
| Risk |
FlexShares Quality Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for FlexShares Quality's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as FlexShares Quality Low, and traders can use it to determine the average amount a FlexShares Quality'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 = 0.1089
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | QLV | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.55 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.11 actual daily | 8 92% of assets perform better |
Based on monthly moving average FlexShares Quality is performing at about 8% 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 FlexShares Quality by adding it to a well-diversified portfolio.
FlexShares Quality Fundamentals Growth
FlexShares Etf prices reflect investors' perceptions of the future prospects and financial health of FlexShares Quality, and FlexShares Quality fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on FlexShares Etf performance.
| Total Asset | 149.56 M | |||
About FlexShares Quality Performance
Evaluating FlexShares Quality's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if FlexShares Quality 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 FlexShares Quality has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The underlying index is designed to reflect the performance of a selection of companies that, in aggregate, possess lower overall absolute volatility characteristics relative to the Northern Trust 1250 Index, a float-adjusted market capitalization weighted index of U.S. domiciled large- and mid-capitalization companies. Flexshares is traded on NYSEARCA Exchange in the United States.| Latest headline from news.google.com: QLV Better Low-Volatility ETF Than Quality ETF - Seeking Alpha | |
| The fund maintains 98.85% of its assets in stocks |
Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in FlexShares Quality Low. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in bureau of economic analysis. You can also try the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.
The market value of FlexShares Quality Low is measured differently than its book value, which is the value of FlexShares that is recorded on the company's balance sheet. Investors also form their own opinion of FlexShares Quality's value that differs from its market value or its book value, called intrinsic value, which is FlexShares Quality's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because FlexShares Quality's market value can be influenced by many factors that don't directly affect FlexShares Quality's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between FlexShares Quality's value and its price as these two are different measures arrived at by different means. Investors typically determine if FlexShares Quality is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FlexShares Quality's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.