Amundi Euro (Germany) Performance
| C051 Etf | 32.81 0.10 0.31% |
The etf shows a Beta (market volatility) of -0.22, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Amundi Euro are expected to decrease at a much lower rate. During the bear market, Amundi Euro is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days Amundi Euro Stoxx has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound basic indicators, Amundi Euro is not utilizing all of its potentials. The current stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
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Amundi Euro Relative Risk vs. Return Landscape
If you would invest 3,366 in Amundi Euro Stoxx on October 1, 2024 and sell it today you would lose (85.00) from holding Amundi Euro Stoxx or give up 2.53% of portfolio value over 90 days. Amundi Euro Stoxx is generating negative expected returns and assumes 1.8465% volatility on return distribution over the 90 days horizon. Simply put, 16% of etfs are less volatile than Amundi, 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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Amundi Euro Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amundi Euro's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Amundi Euro Stoxx, and traders can use it to determine the average amount a Amundi Euro'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 = -0.0132
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| Negative Returns | C051 |
Estimated Market Risk
| 1.85 actual daily | 16 84% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Amundi Euro 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 Amundi Euro by adding Amundi Euro to a well-diversified portfolio.
| Amundi Euro Stoxx generated a negative expected return over the last 90 days |