Deka MSCI (Germany) Performance
| ELFW Etf | EUR 36.57 0.04 0.11% |
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, Deka MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding Deka MSCI is expected to be smaller as well.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Deka MSCI World are ranked lower than 13 (%) of all global equities and portfolios over the last 90 days. Despite nearly fragile technical and fundamental indicators, Deka MSCI may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
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Deka MSCI Relative Risk vs. Return Landscape
If you would invest 3,383 in Deka MSCI World on September 25, 2024 and sell it today you would earn a total of 274.00 from holding Deka MSCI World or generate 8.1% return on investment over 90 days. Deka MSCI World is generating 0.1224% of daily returns assuming 0.7149% volatility of returns over the 90 days investment horizon. Simply put, 6% of all etfs have less volatile historical return distribution than Deka MSCI, and 98% 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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Deka MSCI Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Deka MSCI's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Deka MSCI World, and traders can use it to determine the average amount a Deka MSCI'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 = 0.1712
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Estimated Market Risk
| 0.71 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.12 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.17 actual daily | 13 87% of assets perform better |
Based on monthly moving average Deka MSCI is performing at about 13% 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 Deka MSCI by adding it to a well-diversified portfolio.
Deka MSCI Fundamentals Growth
Deka Etf prices reflect investors' perceptions of the future prospects and financial health of Deka MSCI, and Deka MSCI 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 Deka Etf performance.
| Total Asset | 388.9 M | |||
About Deka MSCI Performance
By analyzing Deka MSCI's fundamental ratios, stakeholders can gain valuable insights into Deka MSCI's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Deka MSCI 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 Deka MSCI has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
DEKA MSCI is traded on Frankfurt Stock Exchange in Germany.| The fund retains all of its assets under management (AUM) in equities |
Other Information on Investing in Deka Etf
Deka MSCI financial ratios help investors to determine whether Deka 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 Deka with respect to the benefits of owning Deka MSCI security.