Capital BofA (Taiwan) Performance
| 00722B Etf | TWD 39.04 0.23 0.59% |
The etf shows a Beta (market volatility) of -0.0336, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Capital BofA are expected to decrease at a much lower rate. During the bear market, Capital BofA is likely to outperform the market.
Risk-Adjusted Performance
Modest
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Capital BofA Merrill are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, Capital BofA is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
| Fifty Two Week Low | 43.54 | |
| Fifty Two Week High | 53.10 |
Capital |
Capital BofA Relative Risk vs. Return Landscape
If you would invest 3,800 in Capital BofA Merrill on December 25, 2024 and sell it today you would earn a total of 104.00 from holding Capital BofA Merrill or generate 2.74% return on investment over 90 days. Capital BofA Merrill is generating 0.0511% of daily returns and assumes 0.6376% volatility on return distribution over the 90 days horizon. Simply put, 5% of etfs are less volatile than Capital, 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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Capital BofA Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Capital BofA's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Capital BofA Merrill, and traders can use it to determine the average amount a Capital BofA'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 = 0.0801
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| Cash | 00722B | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.64 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.05 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 6 94% of assets perform better |
Based on monthly moving average Capital BofA is performing at about 6% 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 Capital BofA by adding it to a well-diversified portfolio.
About Capital BofA Performance
By analyzing Capital BofA's fundamental ratios, stakeholders can gain valuable insights into Capital BofA's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Capital BofA 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 Capital BofA has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.