Xtrackers MSCI (Switzerland) Performance
| XZEZ Etf | CHF 74.92 0.41 0.55% |
The entity maintains a market beta of 0.0545, 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
20 of 100
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Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Xtrackers MSCI EMU are ranked lower than 20 (%) of all global equities and portfolios over the last 90 days. In spite of fairly abnormal basic indicators, Xtrackers MSCI may actually be approaching a critical reversion point that can send shares even higher in March 2025. ...more
Xtrackers |
Xtrackers MSCI Relative Risk vs. Return Landscape
If you would invest 6,975 in Xtrackers MSCI EMU on November 3, 2024 and sell it today you would earn a total of 517.00 from holding Xtrackers MSCI EMU or generate 7.41% return on investment over 90 days. Xtrackers MSCI EMU is generating 0.1223% of daily returns and assumes 0.4675% volatility on return distribution over the 90 days horizon. Simply put, 4% of etfs are less volatile than Xtrackers, and 98% 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 EMU, 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 = 0.2617
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Estimated Market Risk
| 0.47 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.12 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.26 actual daily | 20 80% of assets perform better |
Based on monthly moving average Xtrackers MSCI is performing at about 20% 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
Evaluating Xtrackers MSCI's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. 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. Please also refer to our technical analysis and fundamental analysis pages.