Fubon FTSE (Taiwan) Performance
| 00885 Etf | TWD 11.81 0.01 0.08% |
The etf shows a Beta (market volatility) of 0.19, which means not very significant fluctuations relative to the market. As returns on the market increase, Fubon FTSE's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fubon FTSE is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days Fubon FTSE Vietnam has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, Fubon FTSE is not utilizing all of its potentials. The latest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
| Fifty Two Week Low | 9.89 | |
| Fifty Two Week High | 18.17 |
Fubon |
Fubon FTSE Relative Risk vs. Return Landscape
If you would invest 1,205 in Fubon FTSE Vietnam on September 12, 2024 and sell it today you would lose (24.00) from holding Fubon FTSE Vietnam or give up 1.99% of portfolio value over 90 days. Fubon FTSE Vietnam is generating negative expected returns and assumes 0.8757% volatility on return distribution over the 90 days horizon. Simply put, 7% of etfs are less volatile than Fubon, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Fubon FTSE Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fubon FTSE's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Fubon FTSE Vietnam, and traders can use it to determine the average amount a Fubon 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 = -0.0327
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 00885 |
Estimated Market Risk
| 0.88 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.03 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 Fubon 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 Fubon FTSE by adding Fubon FTSE to a well-diversified portfolio.
Fubon FTSE Fundamentals Growth
Fubon Etf prices reflect investors' perceptions of the future prospects and financial health of Fubon FTSE, and Fubon 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 Fubon Etf performance.
| Total Asset | 16.7 B | |||
About Fubon FTSE Performance
Assessing Fubon FTSE's fundamental ratios provides investors with valuable insights into Fubon FTSE's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Fubon 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.
FUBON SECURITIES is traded on Taiwan Stock Exchange in Taiwan.| Fubon FTSE Vietnam generated a negative expected return over the last 90 days | |
| The fund holds 99.26% of its total net assets in equities |
Other Information on Investing in Fubon Etf
Fubon FTSE financial ratios help investors to determine whether Fubon 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 Fubon with respect to the benefits of owning Fubon FTSE security.