Xtrackers FTSE (UK) Performance
| XMCX Etf | 1,879 36.30 1.90% |
The entity maintains a market beta of -0.0827, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Xtrackers FTSE are expected to decrease at a much lower rate. During the bear market, Xtrackers FTSE is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days Xtrackers FTSE 250 has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, Xtrackers FTSE is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
| In Threey Sharp Ratio | -0.24 |
Xtrackers |
Xtrackers FTSE Relative Risk vs. Return Landscape
If you would invest 194,481 in Xtrackers FTSE 250 on October 11, 2024 and sell it today you would lose (6,611) from holding Xtrackers FTSE 250 or give up 3.4% of portfolio value over 90 days. Xtrackers FTSE 250 is generating negative expected returns and assumes 0.6858% volatility on return distribution over the 90 days horizon. Simply put, 6% of etfs are less volatile than Xtrackers, 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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Xtrackers FTSE Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xtrackers FTSE's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Xtrackers FTSE 250, and traders can use it to determine the average amount a Xtrackers FTSE'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 = -0.0793
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| Negative Returns | XMCX |
Estimated Market Risk
| 0.69 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.08 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Xtrackers FTSE 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 Xtrackers FTSE by adding Xtrackers FTSE to a well-diversified portfolio.
Xtrackers FTSE Fundamentals Growth
Xtrackers Etf prices reflect investors' perceptions of the future prospects and financial health of Xtrackers FTSE, and Xtrackers FTSE fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Xtrackers Etf performance.
About Xtrackers FTSE Performance
Assessing Xtrackers FTSE's fundamental ratios provides investors with valuable insights into Xtrackers FTSE's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Xtrackers FTSE 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.
Xtrackers FTSE is entity of United Kingdom. It is traded as Etf on LSE exchange.| Xtrackers FTSE 250 generated a negative expected return over the last 90 days | |
| The fund generated three year return of -1.0% |
Other Information on Investing in Xtrackers Etf
Xtrackers FTSE financial ratios help investors to determine whether Xtrackers 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 Xtrackers with respect to the benefits of owning Xtrackers FTSE security.