CTBC Treasury (Taiwan) Performance
| 00795B Etf | TWD 28.94 0.28 0.98% |
The etf owns a Beta (Systematic Risk) of 0.19, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CTBC Treasury's returns are expected to increase less than the market. However, during the bear market, the loss of holding CTBC Treasury is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days CTBC Treasury 20 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, CTBC Treasury 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 | 30.60 | |
| Fifty Two Week High | 43.08 |
CTBC |
CTBC Treasury Relative Risk vs. Return Landscape
If you would invest 2,942 in CTBC Treasury 20 on October 24, 2024 and sell it today you would lose (48.00) from holding CTBC Treasury 20 or give up 1.63% of portfolio value over 90 days. CTBC Treasury 20 is generating negative expected returns and assumes 0.7404% volatility on return distribution over the 90 days horizon. Simply put, 6% of etfs are less volatile than CTBC, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
CTBC Treasury Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for CTBC Treasury's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as CTBC Treasury 20, and traders can use it to determine the average amount a CTBC Treasury'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 = -0.0311
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| Negative Returns | 00795B |
Estimated Market Risk
| 0.74 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average CTBC Treasury 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 CTBC Treasury by adding CTBC Treasury to a well-diversified portfolio.
About CTBC Treasury Performance
By analyzing CTBC Treasury's fundamental ratios, stakeholders can gain valuable insights into CTBC Treasury's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if CTBC Treasury 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 CTBC Treasury has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| CTBC Treasury 20 generated a negative expected return over the last 90 days |
Other Information on Investing in CTBC Etf
CTBC Treasury financial ratios help investors to determine whether CTBC 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 CTBC with respect to the benefits of owning CTBC Treasury security.