Swisscanto (Switzerland) Performance
| SIC Etf | CHF 191.50 3.00 1.54% |
The entity has a beta of -0.18, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Swisscanto are expected to decrease at a much lower rate. During the bear market, Swisscanto is likely to outperform the market.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Swisscanto CH Real are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. In spite of fairly stable fundamental indicators, Swisscanto is not utilizing all of its potentials. The current stock price fuss, may contribute to near-short-term losses for the sophisticated investors. ...more
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Swisscanto Relative Risk vs. Return Landscape
If you would invest 18,350 in Swisscanto CH Real on September 28, 2024 and sell it today you would earn a total of 800.00 from holding Swisscanto CH Real or generate 4.36% return on investment over 90 days. Swisscanto CH Real is generating 0.0718% of daily returns assuming 0.7711% volatility of returns over the 90 days investment horizon. Simply put, 6% of all etfs have less volatile historical return distribution than Swisscanto, 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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Swisscanto Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Swisscanto's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Swisscanto CH Real, and traders can use it to determine the average amount a Swisscanto'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 = 0.0931
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Estimated Market Risk
| 0.77 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.07 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 7 93% of assets perform better |
Based on monthly moving average Swisscanto is performing at about 7% 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 Swisscanto by adding it to a well-diversified portfolio.
About Swisscanto Performance
Evaluating Swisscanto's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Swisscanto 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 Swisscanto has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.