AMUNDI MSCI (France) Performance
| USRI Etf | 115.35 1.11 0.97% |
The etf shows a Beta (market volatility) of 0.57, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, AMUNDI MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding AMUNDI MSCI is expected to be smaller as well.
Risk-Adjusted Performance
5 of 100
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Modest
Compared to the overall equity markets, risk-adjusted returns on investments in AMUNDI MSCI USA are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, AMUNDI MSCI is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
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AMUNDI MSCI Relative Risk vs. Return Landscape
If you would invest 11,138 in AMUNDI MSCI USA on October 21, 2024 and sell it today you would earn a total of 397.00 from holding AMUNDI MSCI USA or generate 3.56% return on investment over 90 days. AMUNDI MSCI USA is generating 0.0591% of daily returns and assumes 0.8444% volatility on return distribution over the 90 days horizon. Simply put, 7% of etfs are less volatile than AMUNDI, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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AMUNDI MSCI Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for AMUNDI MSCI's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as AMUNDI MSCI USA, and traders can use it to determine the average amount a AMUNDI MSCI'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 = 0.07
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Estimated Market Risk
| 0.84 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average AMUNDI MSCI is performing at about 5% 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 AMUNDI MSCI by adding it to a well-diversified portfolio.