Xtrackers Sp 500 Etf Performance
| SNPG Etf | 45.26 0.14 0.31% |
The entity maintains a market beta of 0.86, which attests to possible diversification benefits within a given portfolio. Xtrackers returns are very sensitive to returns on the market. As the market goes up or down, Xtrackers is expected to follow.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Xtrackers SP 500 are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable basic indicators, Xtrackers is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
Xtrackers |
Xtrackers Relative Risk vs. Return Landscape
If you would invest 4,276 in Xtrackers SP 500 on August 27, 2024 and sell it today you would earn a total of 250.00 from holding Xtrackers SP 500 or generate 5.85% return on investment over 90 days. Xtrackers SP 500 is currently generating 0.093% in daily expected returns and assumes 0.9263% risk (volatility on return distribution) over the 90 days horizon. In different words, 8% of etfs are less volatile than Xtrackers, 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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Xtrackers Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xtrackers' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Xtrackers SP 500, and traders can use it to determine the average amount a Xtrackers' 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 = 0.1005
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Estimated Market Risk
| 0.93 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.09 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 7 93% of assets perform better |
Based on monthly moving average Xtrackers is performing at about 7% 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 Xtrackers by adding it to a well-diversified portfolio.
About Xtrackers Performance
By analyzing Xtrackers' fundamental ratios, stakeholders can gain valuable insights into Xtrackers' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Xtrackers 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 Xtrackers has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Xtrackers is entity of United States. It is traded as Etf on BATS exchange.