Hwabao WP (China) Performance
| 512000 Etf | 1.10 0.03 2.80% |
The etf retains a Market Volatility (i.e., Beta) of 0.0135, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Hwabao WP's returns are expected to increase less than the market. However, during the bear market, the loss of holding Hwabao WP is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Hwabao WP CSI has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Hwabao WP is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
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2 | iShares U.S. Financials ETF Shares Sold by Savant Capital LLC - Defense World | 02/17/2025 |
3 | Principal Financial Group Inc. Has 512,000 Position in BCE Inc. - Defense World | 03/07/2025 |
Hwabao |
Hwabao WP Relative Risk vs. Return Landscape
If you would invest 115.00 in Hwabao WP CSI on December 15, 2024 and sell it today you would lose (5.00) from holding Hwabao WP CSI or give up 4.35% of portfolio value over 90 days. Hwabao WP CSI is generating negative expected returns and assumes 1.6825% volatility on return distribution over the 90 days horizon. Simply put, 15% of etfs are less volatile than Hwabao, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Hwabao WP Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Hwabao WP's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Hwabao WP CSI, and traders can use it to determine the average amount a Hwabao WP'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 = -0.0372
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 512000 |
Estimated Market Risk
| 1.68 actual daily | 14 86% of assets are more volatile |
Expected Return
| -0.06 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Hwabao WP 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 Hwabao WP by adding Hwabao WP to a well-diversified portfolio.
| Hwabao WP CSI generated a negative expected return over the last 90 days | |
| Hwabao WP CSI may become a speculative penny stock |