Russell Australian (Australia) Performance
| RSM Etf | 20.13 0.01 0.05% |
The etf holds a Beta of -0.0205, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Russell Australian are expected to decrease at a much lower rate. During the bear market, Russell Australian is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days Russell Australian SemiGovernment has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable primary indicators, Russell Australian 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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Russell |
Russell Australian Relative Risk vs. Return Landscape
If you would invest 2,017 in Russell Australian SemiGovernment on September 3, 2024 and sell it today you would lose (4.00) from holding Russell Australian SemiGovernment or give up 0.2% of portfolio value over 90 days. Russell Australian SemiGovernment is producing return of less than zero assuming 0.2716% volatility of returns over the 90 days investment horizon. Simply put, 2% of all etfs have less volatile historical return distribution than Russell Australian, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Russell Australian Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Russell Australian's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Russell Australian SemiGovernment, and traders can use it to determine the average amount a Russell Australian'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 = -0.0099
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| Negative Returns | RSM |
Estimated Market Risk
| 0.27 actual daily | 2 98% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Russell Australian 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 Russell Australian by adding Russell Australian to a well-diversified portfolio.
Russell Australian Fundamentals Growth
Russell Etf prices reflect investors' perceptions of the future prospects and financial health of Russell Australian, and Russell Australian 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 Russell Etf performance.
About Russell Australian Performance
Assessing Russell Australian's fundamental ratios provides investors with valuable insights into Russell Australian's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Russell Australian 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.
Russell Australian is entity of Australia. It is traded as Etf on AU exchange.| Russell Australian generated a negative expected return over the last 90 days | |
| Russell Australian generated five year return of -1.0% |
Other Information on Investing in Russell Etf
Russell Australian financial ratios help investors to determine whether Russell 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 Russell with respect to the benefits of owning Russell Australian security.