Capital Tip (Taiwan) Performance
| 00923 Etf | 21.62 0.19 0.87% |
The etf shows a Beta (market volatility) of -0.2, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Capital Tip are expected to decrease at a much lower rate. During the bear market, Capital Tip is likely to outperform the market.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Capital Tip Customized are ranked lower than 10 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively weak basic indicators, Capital Tip may actually be approaching a critical reversion point that can send shares even higher in March 2025. ...more
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Capital Tip Relative Risk vs. Return Landscape
If you would invest 2,017 in Capital Tip Customized on November 28, 2024 and sell it today you would earn a total of 145.00 from holding Capital Tip Customized or generate 7.19% return on investment over 90 days. Capital Tip Customized is generating 0.1289% of daily returns and assumes 0.9887% volatility on return distribution over the 90 days horizon. Simply put, 8% of etfs are less volatile than Capital, and 98% 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 Tip Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Capital Tip's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Capital Tip Customized, and traders can use it to determine the average amount a Capital Tip'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 = 0.1303
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| Cash | 00923 | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.99 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.13 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.13 actual daily | 10 90% of assets perform better |
Based on monthly moving average Capital Tip is performing at about 10% 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 Tip by adding it to a well-diversified portfolio.