LG Gerd (Germany) Performance
| GERD Etf | 11.86 0.04 0.34% |
The etf owns a Beta (Systematic Risk) of 0.21, which conveys not very significant fluctuations relative to the market. As returns on the market increase, LG Gerd's returns are expected to increase less than the market. However, during the bear market, the loss of holding LG Gerd is expected to be smaller as well.
Risk-Adjusted Performance
10 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in LG Gerd Kommer are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound fundamental indicators, LG Gerd is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
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LG Gerd Relative Risk vs. Return Landscape
If you would invest 1,116 in LG Gerd Kommer on September 23, 2024 and sell it today you would earn a total of 70.00 from holding LG Gerd Kommer or generate 6.27% return on investment over 90 days. LG Gerd Kommer is generating 0.0945% of daily returns and assumes 0.6812% volatility on return distribution over the 90 days horizon. Simply put, 6% of etfs are less volatile than GERD, and 99% 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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LG Gerd Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for LG Gerd's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as LG Gerd Kommer, and traders can use it to determine the average amount a LG Gerd'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 = 0.1387
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Estimated Market Risk
| 0.68 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.09 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.14 actual daily | 10 90% of assets perform better |
Based on monthly moving average LG Gerd is performing at about 10% 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 LG Gerd by adding it to a well-diversified portfolio.