Xtrackers MSCI (Germany) Performance
| XMKA Etf | EUR 6.90 0.02 0.29% |
The entity maintains a market beta of 0.38, which attests to possible diversification benefits within a given portfolio. 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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Compared to the overall equity markets, risk-adjusted returns on investments in Xtrackers MSCI are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable forward-looking signals, Xtrackers MSCI is not utilizing all of its potentials. The latest stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
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Xtrackers MSCI Relative Risk vs. Return Landscape
If you would invest 660.00 in Xtrackers MSCI on August 28, 2024 and sell it today you would earn a total of 30.00 from holding Xtrackers MSCI or generate 4.55% return on investment over 90 days. Xtrackers MSCI is generating 0.0923% of daily returns assuming 2.1375% volatility of returns over the 90 days investment horizon. Simply put, 19% of all etfs have less volatile historical return distribution than Xtrackers MSCI, 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 = 0.0432
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Estimated Market Risk
| 2.14 actual daily | 19 81% of assets are more volatile |
Expected Return
| 0.09 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.04 actual daily | 3 97% of assets perform better |
Based on monthly moving average Xtrackers MSCI is performing at about 3% 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.
About Xtrackers MSCI Performance
By analyzing Xtrackers MSCI's fundamental ratios, stakeholders can gain valuable insights into Xtrackers MSCI's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Xtrackers MSCI 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 Xtrackers MSCI has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.