Trend Etf (Brazil) Performance
| XFIX11 Etf | BRL 10.55 0.04 0.38% |
The entity has a beta of 0.0226, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Trend Etf's returns are expected to increase less than the market. However, during the bear market, the loss of holding Trend Etf is expected to be smaller as well.
Risk-Adjusted Performance
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Very Weak
Over the last 90 days Trend Etf Ifix has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest weak performance, the Etf's forward indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the ETF investors. ...more
| Fifty Two Week Low | 9.72 | |
| Fifty Two Week High | 10.29 |
Trend |
Trend Etf Relative Risk vs. Return Landscape
If you would invest 1,189 in Trend Etf Ifix on September 15, 2024 and sell it today you would lose (134.00) from holding Trend Etf Ifix or give up 11.27% of portfolio value over 90 days. Trend Etf Ifix is generating negative expected returns and assumes 0.532% volatility on return distribution over the 90 days horizon. Simply put, 4% of etfs are less volatile than Trend, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Trend Etf Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Trend Etf's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Trend Etf Ifix, and traders can use it to determine the average amount a Trend Etf'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 = -0.3482
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | XFIX11 |
Estimated Market Risk
| 0.53 actual daily | 4 96% of assets are more volatile |
Expected Return
| -0.19 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.35 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Trend Etf 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 Trend Etf by adding Trend Etf to a well-diversified portfolio.
About Trend Etf Performance
By analyzing Trend Etf's fundamental ratios, stakeholders can gain valuable insights into Trend Etf's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Trend Etf 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 Trend Etf has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| Trend Etf Ifix generated a negative expected return over the last 90 days |
Other Information on Investing in Trend Etf
Trend Etf financial ratios help investors to determine whether Trend 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 Trend with respect to the benefits of owning Trend Etf security.