Xtrackers Russell Multifactor Etf Performance
| DEUS Etf | USD 53.96 0.07 0.13% |
The entity maintains a market beta of 0.28, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Xtrackers Russell's returns are expected to increase less than the market. However, during the bear market, the loss of holding Xtrackers Russell is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days Xtrackers Russell Multifactor has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, Xtrackers Russell is not utilizing all of its potentials. The current stock price uproar, may contribute to short-horizon losses for the private investors. ...more
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2 | Is Xtrackers Russell US Multifactor ETF a Strong ETF Right Now | 12/27/2024 |
| In Threey Sharp Ratio | 0.14 |
Xtrackers |
Xtrackers Russell Relative Risk vs. Return Landscape
If you would invest 5,453 in Xtrackers Russell Multifactor on October 9, 2024 and sell it today you would lose (57.00) from holding Xtrackers Russell Multifactor or give up 1.05% of portfolio value over 90 days. Xtrackers Russell Multifactor is currently does not generate positive expected returns and assumes 0.8017% risk (volatility on return distribution) over the 90 days horizon. In different words, 7% of etfs are less volatile than Xtrackers, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
Xtrackers Russell Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xtrackers Russell's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Xtrackers Russell Multifactor, and traders can use it to determine the average amount a Xtrackers Russell'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 = -0.0175
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| Negative Returns | DEUS |
Estimated Market Risk
| 0.8 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Xtrackers Russell 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 Xtrackers Russell by adding Xtrackers Russell to a well-diversified portfolio.
Xtrackers Russell Fundamentals Growth
Xtrackers Etf prices reflect investors' perceptions of the future prospects and financial health of Xtrackers Russell, and Xtrackers Russell fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Xtrackers Etf performance.
| Price To Earning | 19.23 X | |||
| Price To Book | 2.76 X | |||
| Price To Sales | 1.34 X | |||
| Total Asset | 117.49 M | |||
About Xtrackers Russell Performance
Assessing Xtrackers Russell's fundamental ratios provides investors with valuable insights into Xtrackers Russell's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Xtrackers Russell is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
The fund, using a passive or indexing investment approach, seeks investment results that correspond generally to the performance of the underlying index, which is designed to track the equity market performance of companies in the United States selected on the investment style criteria of value, momentum, quality, low volatility and size. Xt Russell is traded on NYSEARCA Exchange in the United States.| Xtrackers Russell generated a negative expected return over the last 90 days | |
| Latest headline from finance.yahoo.com: Is Xtrackers Russell US Multifactor ETF a Strong ETF Right Now | |
| The fund retains 99.91% of its assets under management (AUM) in equities |
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Xtrackers Russell Multifactor. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in employment. You can also try the Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..
The market value of Xtrackers Russell is measured differently than its book value, which is the value of Xtrackers that is recorded on the company's balance sheet. Investors also form their own opinion of Xtrackers Russell's value that differs from its market value or its book value, called intrinsic value, which is Xtrackers Russell's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Xtrackers Russell's market value can be influenced by many factors that don't directly affect Xtrackers Russell's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Xtrackers Russell's value and its price as these two are different measures arrived at by different means. Investors typically determine if Xtrackers Russell is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Xtrackers Russell's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.