ETFS ROBO (Australia) Performance
| ROBO Etf | 76.82 0.42 0.55% |
The etf shows a Beta (market volatility) of 0.0867, which means not very significant fluctuations relative to the market. As returns on the market increase, ETFS ROBO's returns are expected to increase less than the market. However, during the bear market, the loss of holding ETFS ROBO is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days ETFS ROBO Global has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, ETFS ROBO is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
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ETFS ROBO Relative Risk vs. Return Landscape
If you would invest 7,922 in ETFS ROBO Global on December 18, 2024 and sell it today you would lose (282.00) from holding ETFS ROBO Global or give up 3.56% of portfolio value over 90 days. ETFS ROBO Global is generating negative expected returns and assumes 1.184% volatility on return distribution over the 90 days horizon. Simply put, 10% of etfs are less volatile than ETFS, 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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ETFS ROBO Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ETFS ROBO's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as ETFS ROBO Global, and traders can use it to determine the average amount a ETFS ROBO'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 = -0.0452
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | ROBO |
Estimated Market Risk
| 1.18 actual daily | 10 90% of assets are more volatile |
Expected Return
| -0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ETFS ROBO 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 ETFS ROBO by adding ETFS ROBO to a well-diversified portfolio.
About ETFS ROBO Performance
Assessing ETFS ROBO's fundamental ratios provides investors with valuable insights into ETFS ROBO's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the ETFS ROBO is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
| ETFS ROBO Global generated a negative expected return over the last 90 days |
Other Information on Investing in ETFS Etf
ETFS ROBO financial ratios help investors to determine whether ETFS Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in ETFS with respect to the benefits of owning ETFS ROBO security.