Source Markets (Germany) Performance
| SC0W Etf | 441.70 0.70 0.16% |
The entity has a beta of 0.25, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Source Markets' returns are expected to increase less than the market. However, during the bear market, the loss of holding Source Markets is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Source Markets plc has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fragile performance in the last few months, the Etf's basic indicators remain rather sound which may send shares a bit higher in May 2025. The latest tumult may also be a sign of longer-term up-swing for the fund shareholders. ...more
Source |
Source Markets Relative Risk vs. Return Landscape
If you would invest 53,400 in Source Markets plc on January 14, 2025 and sell it today you would lose (9,230) from holding Source Markets plc or give up 17.28% of portfolio value over 90 days. Source Markets plc is generating negative expected returns and assumes 2.0907% volatility on return distribution over the 90 days horizon. Simply put, 18% of etfs are less volatile than Source, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Source Markets Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Source Markets' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Source Markets plc, and traders can use it to determine the average amount a Source Markets' 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 = -0.129
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SC0W |
Estimated Market Risk
| 2.09 actual daily | 18 82% of assets are more volatile |
Expected Return
| -0.27 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Source Markets 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 Source Markets by adding Source Markets to a well-diversified portfolio.
| Source Markets plc generated a negative expected return over the last 90 days |