ETFS ROBO (Australia) Performance

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

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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
  

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.
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Assuming the 90 days trading horizon ETFS ROBO is expected to under-perform the market. In addition to that, the company is 1.39 times more volatile than its market benchmark. It trades about -0.05 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly -0.02 per unit of volatility.

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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Negative ReturnsROBO

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.
ETFS ROBO Global is not yet fully synchronised with the market data
ETFS ROBO Global generated a negative expected return over the last 90 days
ETFS ROBO Global has some characteristics of a very speculative penny stock
Check out Your Equity Center to better understand how to build diversified portfolios. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.

Other Tools for ETFS Etf

When running ETFS ROBO's price analysis, check to measure ETFS ROBO's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy ETFS ROBO is operating at the current time. Most of ETFS ROBO's value examination focuses on studying past and present price action to predict the probability of ETFS ROBO's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ETFS ROBO's price. Additionally, you may evaluate how the addition of ETFS ROBO to your portfolios can decrease your overall portfolio volatility.
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