KBSTAR EURO (Korea) Performance
| 379790 Etf | 15,025 305.00 1.99% |
The entity secures a Beta (Market Risk) of 0.0641, which conveys not very significant fluctuations relative to the market. As returns on the market increase, KBSTAR EURO's returns are expected to increase less than the market. However, during the bear market, the loss of holding KBSTAR EURO is expected to be smaller as well.
Risk-Adjusted Performance
Solid
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in KBSTAR EURO STOXX are ranked lower than 19 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, KBSTAR EURO sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
KBSTAR |
KBSTAR EURO Relative Risk vs. Return Landscape
If you would invest 1,316,500 in KBSTAR EURO STOXX on December 2, 2024 and sell it today you would earn a total of 186,000 from holding KBSTAR EURO STOXX or generate 14.13% return on investment over 90 days. KBSTAR EURO STOXX is generating 0.2282% of daily returns and assumes 0.9009% volatility on return distribution over the 90 days horizon. Simply put, 8% of etfs are less volatile than KBSTAR, and 96% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
KBSTAR EURO Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for KBSTAR EURO's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as KBSTAR EURO STOXX, and traders can use it to determine the average amount a KBSTAR EURO'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 = 0.2533
| Best Portfolio | Best Equity | |||
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| Small Returns | 379790 | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.9 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.23 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.25 actual daily | 19 81% of assets perform better |
Based on monthly moving average KBSTAR EURO is performing at about 19% 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 KBSTAR EURO by adding it to a well-diversified portfolio.