Xtrackers Stoxx (Germany) Performance
| DXSK Etf | EUR 140.80 0.74 0.52% |
The entity maintains a market beta of 0.13, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Xtrackers Stoxx's returns are expected to increase less than the market. However, during the bear market, the loss of holding Xtrackers Stoxx is expected to be smaller as well.
Risk-Adjusted Performance
Insignificant
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Compared to the overall equity markets, risk-adjusted returns on investments in Xtrackers Stoxx are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable basic indicators, Xtrackers Stoxx is not utilizing all of its potentials. The latest stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
Xtrackers |
Xtrackers Stoxx Relative Risk vs. Return Landscape
If you would invest 13,726 in Xtrackers Stoxx on December 23, 2024 and sell it today you would earn a total of 354.00 from holding Xtrackers Stoxx or generate 2.58% return on investment over 90 days. Xtrackers Stoxx is generating 0.0453% of daily returns assuming 0.8514% volatility of returns over the 90 days investment horizon. Simply put, 7% of all etfs have less volatile historical return distribution than Xtrackers Stoxx, 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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Xtrackers Stoxx Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xtrackers Stoxx's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Xtrackers Stoxx, and traders can use it to determine the average amount a Xtrackers Stoxx'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 = 0.0532
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Estimated Market Risk
| 0.85 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.05 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.05 actual daily | 4 96% of assets perform better |
Based on monthly moving average Xtrackers Stoxx is performing at about 4% 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 Xtrackers Stoxx by adding it to a well-diversified portfolio.
About Xtrackers Stoxx Performance
By analyzing Xtrackers Stoxx's fundamental ratios, stakeholders can gain valuable insights into Xtrackers Stoxx's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Xtrackers Stoxx 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 Xtrackers Stoxx has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.