Brandywineglobal Fixed Etf Performance
| USFI Etf | 24.64 0.03 0.12% |
The etf shows a Beta (market volatility) of -0.0999, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BrandywineGLOBAL are expected to decrease at a much lower rate. During the bear market, BrandywineGLOBAL is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days BrandywineGLOBAL Fixed has generated negative risk-adjusted returns adding no value to investors with long positions. Despite fairly strong technical and fundamental indicators, BrandywineGLOBAL is not utilizing all of its potentials. The current stock price confusion, may contribute to short-horizon losses for the traders. ...more
BrandywineGLOBAL |
BrandywineGLOBAL Relative Risk vs. Return Landscape
If you would invest 2,494 in BrandywineGLOBAL Fixed on August 29, 2024 and sell it today you would lose (30.00) from holding BrandywineGLOBAL Fixed or give up 1.2% of portfolio value over 90 days. BrandywineGLOBAL Fixed is currently does not generate positive expected returns and assumes 0.3795% risk (volatility on return distribution) over the 90 days horizon. In different words, 3% of etfs are less volatile than BrandywineGLOBAL, 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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BrandywineGLOBAL Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for BrandywineGLOBAL's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as BrandywineGLOBAL Fixed, and traders can use it to determine the average amount a BrandywineGLOBAL'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 = -0.0479
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| Negative Returns | USFI |
Estimated Market Risk
| 0.38 actual daily | 3 97% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average BrandywineGLOBAL 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 BrandywineGLOBAL by adding BrandywineGLOBAL to a well-diversified portfolio.
About BrandywineGLOBAL Performance
By evaluating BrandywineGLOBAL's fundamental ratios, stakeholders can gain valuable insights into BrandywineGLOBAL's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if BrandywineGLOBAL 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 BrandywineGLOBAL has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
BrandywineGLOBAL is entity of United States. It is traded as Etf on NASDAQ exchange.| BrandywineGLOBAL 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 BrandywineGLOBAL Fixed. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in census. You can also try the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.
The market value of BrandywineGLOBAL Fixed is measured differently than its book value, which is the value of BrandywineGLOBAL that is recorded on the company's balance sheet. Investors also form their own opinion of BrandywineGLOBAL's value that differs from its market value or its book value, called intrinsic value, which is BrandywineGLOBAL'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 BrandywineGLOBAL's market value can be influenced by many factors that don't directly affect BrandywineGLOBAL'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 BrandywineGLOBAL's value and its price as these two are different measures arrived at by different means. Investors typically determine if BrandywineGLOBAL is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BrandywineGLOBAL'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.