Doubleline Shiller Cape Etf Performance
| DCPE Etf | USD 29.83 0.08 0.27% |
The etf shows a Beta (market volatility) of 0.18, which means not very significant fluctuations relative to the market. As returns on the market increase, DoubleLine Shiller's returns are expected to increase less than the market. However, during the bear market, the loss of holding DoubleLine Shiller 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 DoubleLine Shiller CAPE are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound basic indicators, DoubleLine Shiller is not utilizing all of its potentials. The current stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
1 | DoubleLine Takes a Look at Agency MBS Market Heading Into 2025 - Quantisnow | 01/06/2025 |
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DoubleLine Shiller Relative Risk vs. Return Landscape
If you would invest 2,947 in DoubleLine Shiller CAPE on October 13, 2024 and sell it today you would earn a total of 36.00 from holding DoubleLine Shiller CAPE or generate 1.22% return on investment over 90 days. DoubleLine Shiller CAPE is currently generating 0.0225% in daily expected returns and assumes 0.7309% risk (volatility on return distribution) over the 90 days horizon. In different words, 6% of etfs are less volatile than DoubleLine, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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DoubleLine Shiller Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for DoubleLine Shiller's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as DoubleLine Shiller CAPE, and traders can use it to determine the average amount a DoubleLine Shiller'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 = 0.0308
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Estimated Market Risk
| 0.73 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.02 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 DoubleLine Shiller 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 DoubleLine Shiller by adding it to a well-diversified portfolio.
About DoubleLine Shiller Performance
By analyzing DoubleLine Shiller's fundamental ratios, stakeholders can gain valuable insights into DoubleLine Shiller's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if DoubleLine Shiller 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 DoubleLine Shiller has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
DoubleLine Shiller is entity of United States. It is traded as Etf on NYSE ARCA exchange.| Latest headline from news.google.com: DoubleLine Takes a Look at Agency MBS Market Heading Into 2025 - Quantisnow |
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in DoubleLine Shiller CAPE. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in american community survey. You can also try the Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
The market value of DoubleLine Shiller CAPE is measured differently than its book value, which is the value of DoubleLine that is recorded on the company's balance sheet. Investors also form their own opinion of DoubleLine Shiller's value that differs from its market value or its book value, called intrinsic value, which is DoubleLine Shiller's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because DoubleLine Shiller's market value can be influenced by many factors that don't directly affect DoubleLine Shiller's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between DoubleLine Shiller's value and its price as these two are different measures arrived at by different means. Investors typically determine if DoubleLine Shiller is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, DoubleLine Shiller's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.