Allianzim Equity Buffer15 Etf Performance
| SEPU Etf | 26.19 0.12 0.46% |
The etf shows a Beta (market volatility) of 0.54, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, AllianzIM Equity's returns are expected to increase less than the market. However, during the bear market, the loss of holding AllianzIM Equity is expected to be smaller as well.
Risk-Adjusted Performance
14 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in AllianzIM Equity Buffer15 are ranked lower than 14 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively stable basic indicators, AllianzIM Equity is not utilizing all of its potentials. The current stock price uproar, may contribute to short-horizon losses for the private investors. ...more
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AllianzIM Equity Relative Risk vs. Return Landscape
If you would invest 2,464 in AllianzIM Equity Buffer15 on August 29, 2024 and sell it today you would earn a total of 155.00 from holding AllianzIM Equity Buffer15 or generate 6.29% return on investment over 90 days. AllianzIM Equity Buffer15 is currently generating 0.0998% in daily expected returns and assumes 0.5284% risk (volatility on return distribution) over the 90 days horizon. In different words, 4% of etfs are less volatile than AllianzIM, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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AllianzIM Equity Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for AllianzIM Equity's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as AllianzIM Equity Buffer15, and traders can use it to determine the average amount a AllianzIM Equity'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 = 0.1889
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Estimated Market Risk
| 0.53 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.1 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.19 actual daily | 14 86% of assets perform better |
Based on monthly moving average AllianzIM Equity is performing at about 14% 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 AllianzIM Equity by adding it to a well-diversified portfolio.
About AllianzIM Equity Performance
Assessing AllianzIM Equity's fundamental ratios provides investors with valuable insights into AllianzIM Equity's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the AllianzIM Equity 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.
AllianzIM Equity is entity of United States. It is traded as Etf on BATS exchange.