Invesco MSCI (Switzerland) Performance
| ESGJ Etf | 44.68 0.00 0.00% |
The etf retains a Market Volatility (i.e., Beta) of -0.0546, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Invesco MSCI are expected to decrease at a much lower rate. During the bear market, Invesco MSCI is likely to outperform the market.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Invesco MSCI Japan has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly stable basic indicators, Invesco MSCI is not utilizing all of its potentials. The current stock price fuss, may contribute to near-short-term losses for the sophisticated investors. ...more
Invesco |
Invesco MSCI Relative Risk vs. Return Landscape
If you would invest 4,739 in Invesco MSCI Japan on September 29, 2024 and sell it today you would lose (271.00) from holding Invesco MSCI Japan or give up 5.72% of portfolio value over 90 days. Invesco MSCI Japan is generating negative expected returns and assumes 0.7488% volatility on return distribution over the 90 days horizon. Simply put, 6% of etfs are less volatile than Invesco, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Invesco MSCI Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Invesco MSCI's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Invesco MSCI Japan, and traders can use it to determine the average amount a Invesco 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 = -0.1231
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | ESGJ |
Estimated Market Risk
| 0.75 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.09 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.12 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Invesco MSCI is not performing at its full potential. However, 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 Invesco MSCI by adding Invesco MSCI to a well-diversified portfolio.
| Invesco MSCI Japan generated a negative expected return over the last 90 days |