Source Markets (Germany) Performance
| SC0W Etf | 553.60 5.50 1.00% |
The entity has a beta of 0.0493, 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
6 of 100
Weak | Strong |
Modest
Compared to the overall equity markets, risk-adjusted returns on investments in Source Markets plc are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. In spite of rather fragile basic indicators, Source Markets may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
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Source Markets Relative Risk vs. Return Landscape
If you would invest 51,060 in Source Markets plc on September 4, 2024 and sell it today you would earn a total of 4,300 from holding Source Markets plc or generate 8.42% return on investment over 90 days. Source Markets plc is generating 0.1393% of daily returns and assumes 1.7346% volatility on return distribution over the 90 days horizon. Simply put, 15% of etfs are less volatile than Source, and 98% 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 = 0.0803
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| Cash | Small Risk | SC0W | High Risk | Huge Risk |
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Estimated Market Risk
| 1.73 actual daily | 15 85% of assets are more volatile |
Expected Return
| 0.14 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 6 94% of assets perform better |
Based on monthly moving average Source Markets is performing at about 6% 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 Source Markets by adding it to a well-diversified portfolio.