Expat Czech (Germany) Performance
| CZX Etf | EUR 1.41 0.02 1.40% |
The etf shows a Beta (market volatility) of 0.32, which means possible diversification benefits within a given portfolio. As returns on the market increase, Expat Czech's returns are expected to increase less than the market. However, during the bear market, the loss of holding Expat Czech is expected to be smaller as well.
Risk-Adjusted Performance
9 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in Expat Czech PX are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile basic indicators, Expat Czech may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
Expat |
Expat Czech Relative Risk vs. Return Landscape
If you would invest 128.00 in Expat Czech PX on September 16, 2024 and sell it today you would earn a total of 13.00 from holding Expat Czech PX or generate 10.16% return on investment over 90 days. Expat Czech PX is currently producing 0.1539% returns and takes up 1.2157% volatility of returns over 90 trading days. Put another way, 10% of traded etfs are less volatile than Expat, and 97% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
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Expat Czech Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Expat Czech's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Expat Czech PX, and traders can use it to determine the average amount a Expat Czech'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 = 0.1266
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 1.22 actual daily | 10 90% of assets are more volatile |
Expected Return
| 0.15 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.13 actual daily | 9 91% of assets perform better |
Based on monthly moving average Expat Czech is performing at about 9% 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 Expat Czech by adding it to a well-diversified portfolio.
About Expat Czech Performance
By analyzing Expat Czech's fundamental ratios, stakeholders can gain valuable insights into Expat Czech's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Expat Czech has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Expat Czech has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| Expat Czech PX may become a speculative penny stock |
Other Information on Investing in Expat Etf
Expat Czech financial ratios help investors to determine whether Expat 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 Expat with respect to the benefits of owning Expat Czech security.