Soybean Oil Futures Commodity Performance
| ZLUSX Commodity | 42.84 0.65 1.49% |
The entity has a beta of 0.0112, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Soybean Oil's returns are expected to increase less than the market. However, during the bear market, the loss of holding Soybean Oil is expected to be smaller as well.
Risk-Adjusted Performance
Weak
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Soybean Oil Futures are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. In spite of fairly strong basic indicators, Soybean Oil is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
Soybean |
Soybean Oil Relative Risk vs. Return Landscape
If you would invest 4,231 in Soybean Oil Futures on December 5, 2024 and sell it today you would earn a total of 53.00 from holding Soybean Oil Futures or generate 1.25% return on investment over 90 days. Soybean Oil Futures is currently producing 0.0345% returns and takes up 1.7205% volatility of returns over 90 trading days. Put another way, 15% of traded commoditys are less volatile than Soybean, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
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Soybean Oil Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Soybean Oil's investment risk. Standard deviation is the most common way to measure market volatility of commoditys, such as Soybean Oil Futures, and traders can use it to determine the average amount a Soybean Oil'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 = 0.0201
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Estimated Market Risk
| 1.72 actual daily | 15 85% of assets are more volatile |
Expected Return
| 0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
Based on monthly moving average Soybean Oil is performing at about 1% 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 Soybean Oil by adding it to a well-diversified portfolio.