Us Treasury 20 Etf Performance
| UTWY Etf | 44.45 0.05 0.11% |
The entity owns a Beta (Systematic Risk) of -0.22, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning US Treasury are expected to decrease at a much lower rate. During the bear market, US Treasury is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days US Treasury 20 has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly strong basic indicators, US Treasury is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
1 | Proactive Strategies - Stock Traders Daily | 09/24/2024 |
UTWY |
US Treasury Relative Risk vs. Return Landscape
If you would invest 4,696 in US Treasury 20 on August 27, 2024 and sell it today you would lose (251.00) from holding US Treasury 20 or give up 5.34% of portfolio value over 90 days. US Treasury 20 is currently does not generate positive expected returns and assumes 0.6381% risk (volatility on return distribution) over the 90 days horizon. In different words, 5% of etfs are less volatile than UTWY, 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 |
US Treasury Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for US Treasury's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as US Treasury 20, and traders can use it to determine the average amount a US Treasury'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 = -0.1313
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| Negative Returns | UTWY |
Estimated Market Risk
| 0.64 actual daily | 5 95% of assets are more volatile |
Expected Return
| -0.08 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average US Treasury 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 US Treasury by adding US Treasury to a well-diversified portfolio.
About US Treasury Performance
Evaluating US Treasury's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if US Treasury 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 US Treasury 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.
US Treasury is entity of United States. It is traded as Etf on NASDAQ exchange.| US Treasury 20 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 US Treasury 20. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in housing. You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
The market value of US Treasury 20 is measured differently than its book value, which is the value of UTWY that is recorded on the company's balance sheet. Investors also form their own opinion of US Treasury's value that differs from its market value or its book value, called intrinsic value, which is US Treasury'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 US Treasury's market value can be influenced by many factors that don't directly affect US Treasury'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 US Treasury's value and its price as these two are different measures arrived at by different means. Investors typically determine if US Treasury is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, US Treasury'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.