Xtrackers MSCI (UK) Performance
| XAXD Etf | 46.83 0.16 0.34% |
The entity maintains a market beta of 0.25, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Xtrackers MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding Xtrackers MSCI is expected to be smaller as well.
Risk-Adjusted Performance
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Weak
Compared to the overall equity markets, risk-adjusted returns on investments in Xtrackers MSCI are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively stable basic indicators, Xtrackers MSCI is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
| In Threey Sharp Ratio | -0.28 |
Xtrackers |
Xtrackers MSCI Relative Risk vs. Return Landscape
If you would invest 4,574 in Xtrackers MSCI on August 24, 2024 and sell it today you would earn a total of 109.00 from holding Xtrackers MSCI or generate 2.38% return on investment over 90 days. Xtrackers MSCI is generating 0.0468% of daily returns and assumes 1.3824% volatility on return distribution over the 90 days horizon. Simply put, 12% of etfs are less volatile than Xtrackers, 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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Xtrackers MSCI Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xtrackers MSCI's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Xtrackers MSCI, and traders can use it to determine the average amount a Xtrackers 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 = 0.0338
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Estimated Market Risk
| 1.38 actual daily | 12 88% of assets are more volatile |
Expected Return
| 0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average Xtrackers MSCI is performing at about 2% 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 MSCI by adding it to a well-diversified portfolio.
Xtrackers MSCI Fundamentals Growth
Xtrackers Etf prices reflect investors' perceptions of the future prospects and financial health of Xtrackers MSCI, and Xtrackers MSCI fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Xtrackers Etf performance.
About Xtrackers MSCI Performance
Assessing Xtrackers MSCI's fundamental ratios provides investors with valuable insights into Xtrackers MSCI's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Xtrackers MSCI 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.
Xtrackers MSCI is entity of United Kingdom. It is traded as Etf on LSE exchange.| The fund generated three year return of -4.0% |
Other Information on Investing in Xtrackers Etf
Xtrackers MSCI financial ratios help investors to determine whether Xtrackers Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Xtrackers with respect to the benefits of owning Xtrackers MSCI security.