Tsep Etf Performance
| TSEP Etf | 19.84 0.06 0.30% |
The entity has a beta of 0.0731, which indicates not very significant fluctuations relative to the market. As returns on the market increase, TSEP's returns are expected to increase less than the market. However, during the bear market, the loss of holding TSEP is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days TSEP has generated negative risk-adjusted returns adding no value to investors with long positions. Even with relatively invariable technical and fundamental indicators, TSEP is not utilizing all of its potentials. The latest stock price agitation, may contribute to short-term losses for the retail investors. ...more
TSEP |
TSEP Relative Risk vs. Return Landscape
If you would invest 2,005 in TSEP on September 5, 2024 and sell it today you would lose (21.00) from holding TSEP or give up 1.05% of portfolio value over 90 days. TSEP is currently does not generate positive expected returns and assumes 0.6652% risk (volatility on return distribution) over the 90 days horizon. In different words, 5% of etfs are less volatile than TSEP, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
TSEP Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for TSEP's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as TSEP, and traders can use it to determine the average amount a TSEP'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 = -0.0278
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| Negative Returns | TSEP |
Estimated Market Risk
| 0.67 actual daily | 5 95% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average TSEP 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 TSEP by adding TSEP to a well-diversified portfolio.
About TSEP Performance
Assessing TSEP's fundamental ratios provides investors with valuable insights into TSEP's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the TSEP 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.
TSEP is entity of United States. It is traded as Etf on BATS exchange.| TSEP generated a negative expected return over the last 90 days |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in TSEP. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in income. You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
The market value of TSEP is measured differently than its book value, which is the value of TSEP that is recorded on the company's balance sheet. Investors also form their own opinion of TSEP's value that differs from its market value or its book value, called intrinsic value, which is TSEP's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because TSEP's market value can be influenced by many factors that don't directly affect TSEP's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between TSEP's value and its price as these two are different measures arrived at by different means. Investors typically determine if TSEP is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, TSEP's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.