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
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
ETFS |
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 |
| Risk |
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
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| 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.
| 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.
| Global Correlations Find global opportunities by holding instruments from different markets | |
| Equity Analysis Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities |