Leverage Shares (UK) Performance
| CO3S Etf | 1.38 0.11 7.38% |
The etf secures a Beta (Market Risk) of -3.19, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Leverage Shares are expected to decrease by larger amounts. On the other hand, during market turmoil, Leverage Shares is expected to outperform it.
Risk-Adjusted Performance
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Over the last 90 days Leverage Shares 3x has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of unsteady performance in the last few months, the Etf's basic indicators remain comparatively stable which may send shares a bit higher in January 2025. The newest uproar may also be a sign of mid-term up-swing for the exchange-traded fund private investors. ...more
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Leverage Shares Relative Risk vs. Return Landscape
If you would invest 3,502 in Leverage Shares 3x on September 3, 2024 and sell it today you would lose (3,364) from holding Leverage Shares 3x or give up 96.06% of portfolio value over 90 days. Leverage Shares 3x is generating negative expected returns and assumes 16.6768% volatility on return distribution over the 90 days horizon. Simply put, majority of traded equity instruments are less risky than Leverage on the basis of their historical return distribution, and most equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Leverage Shares Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Leverage Shares' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Leverage Shares 3x, and traders can use it to determine the average amount a Leverage Shares' 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 = -0.1921
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | CO3S |
Estimated Market Risk
| 16.68 actual daily | 96 96% of assets are less volatile |
Expected Return
| -3.2 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.19 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Leverage Shares 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 Leverage Shares by adding Leverage Shares to a well-diversified portfolio.
| Leverage Shares 3x generated a negative expected return over the last 90 days | |
| Leverage Shares 3x has high historical volatility and very poor performance | |
| Leverage Shares 3x may become a speculative penny stock |