Ossiam Lux (France) Performance
| OP5E Etf | 141.69 4.08 2.80% |
The etf holds a Beta of 0.0336, which implies not very significant fluctuations relative to the market. As returns on the market increase, Ossiam Lux's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ossiam Lux is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Ossiam Lux Ossiam has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Ossiam Lux is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
Ossiam |
Ossiam Lux Relative Risk vs. Return Landscape
If you would invest 14,358 in Ossiam Lux Ossiam on December 18, 2024 and sell it today you would lose (106.00) from holding Ossiam Lux Ossiam or give up 0.74% of portfolio value over 90 days. Ossiam Lux Ossiam is generating negative expected returns and assumes 0.5306% volatility on return distribution over the 90 days horizon. Simply put, 4% of etfs are less volatile than Ossiam, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Ossiam Lux Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ossiam Lux's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Ossiam Lux Ossiam, and traders can use it to determine the average amount a Ossiam Lux'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 = -0.0199
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | OP5E |
Estimated Market Risk
| 0.53 actual daily | 4 96% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Ossiam Lux 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 Ossiam Lux by adding Ossiam Lux to a well-diversified portfolio.
| Ossiam Lux Ossiam generated a negative expected return over the last 90 days |