Flexshares Quality Dividend Etf Performance
| QDEF Etf | USD 72.77 0.12 0.17% |
The etf shows a Beta (market volatility) of 0.54, which means possible diversification benefits within a given portfolio. As returns on the market increase, FlexShares Quality's returns are expected to increase less than the market. However, during the bear market, the loss of holding FlexShares Quality 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 FlexShares Quality Dividend are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable technical and fundamental indicators, FlexShares Quality is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
1 | Long Term Investment Analysis - Stock Traders Daily | 11/14/2024 |
| In Threey Sharp Ratio | 0.56 |
FlexShares |
FlexShares Quality Relative Risk vs. Return Landscape
If you would invest 7,031 in FlexShares Quality Dividend on September 17, 2024 and sell it today you would earn a total of 246.00 from holding FlexShares Quality Dividend or generate 3.5% return on investment over 90 days. FlexShares Quality Dividend is currently generating 0.0541% in daily expected returns and assumes 0.4949% risk (volatility on return distribution) over the 90 days horizon. In different words, 4% of etfs are less volatile than FlexShares, 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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FlexShares Quality Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for FlexShares Quality's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as FlexShares Quality Dividend, and traders can use it to determine the average amount a FlexShares Quality'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 = 0.1094
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Estimated Market Risk
| 0.49 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.11 actual daily | 8 92% of assets perform better |
Based on monthly moving average FlexShares Quality is performing at about 8% 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 FlexShares Quality by adding it to a well-diversified portfolio.
FlexShares Quality Fundamentals Growth
FlexShares Etf prices reflect investors' perceptions of the future prospects and financial health of FlexShares Quality, and FlexShares Quality fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on FlexShares Etf performance.
| Price To Earning | 18.12 X | |||
| Price To Book | 2.78 X | |||
| Price To Sales | 1.35 X | |||
| Total Asset | 320.61 M | |||
About FlexShares Quality Performance
By analyzing FlexShares Quality's fundamental ratios, stakeholders can gain valuable insights into FlexShares Quality's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if FlexShares Quality 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 FlexShares Quality has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
The underlying index is designed to reflect the performance of a selection of companies that, in aggregate, possess greater financial strength and stability characteristics relative to the Northern Trust 1250 Index, a float-adjusted market-capitalization weighted index of U.S. domiciled large- and mid-capitalization companies. Flexshares Quality is traded on NYSEARCA Exchange in the United States.Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in FlexShares Quality Dividend. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in income. You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
The market value of FlexShares Quality is measured differently than its book value, which is the value of FlexShares that is recorded on the company's balance sheet. Investors also form their own opinion of FlexShares Quality's value that differs from its market value or its book value, called intrinsic value, which is FlexShares Quality'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 FlexShares Quality's market value can be influenced by many factors that don't directly affect FlexShares Quality'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 FlexShares Quality's value and its price as these two are different measures arrived at by different means. Investors typically determine if FlexShares Quality is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FlexShares Quality'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.