Expat Serbia (Germany) Performance
| ESNB Etf | EUR 0.88 0.01 1.15% |
The etf shows a Beta (market volatility) of -0.34, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Expat Serbia are expected to decrease at a much lower rate. During the bear market, Expat Serbia is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days Expat Serbia Belex15 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable basic indicators, Expat Serbia is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
Expat |
Expat Serbia Relative Risk vs. Return Landscape
If you would invest 89.00 in Expat Serbia Belex15 on September 16, 2024 and sell it today you would lose (1.00) from holding Expat Serbia Belex15 or give up 1.12% of portfolio value over 90 days. Expat Serbia Belex15 is producing return of less than zero assuming 1.5007% volatility of returns over the 90 days investment horizon. Simply put, 13% of all etfs have less volatile historical return distribution than Expat Serbia, 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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Expat Serbia Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Expat Serbia's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Expat Serbia Belex15, and traders can use it to determine the average amount a Expat Serbia'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 = -0.004
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| Negative Returns | ESNB |
Estimated Market Risk
| 1.5 actual daily | 13 87% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Expat Serbia 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 Expat Serbia by adding Expat Serbia to a well-diversified portfolio.
About Expat Serbia Performance
By analyzing Expat Serbia's fundamental ratios, stakeholders can gain valuable insights into Expat Serbia's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Expat Serbia 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 Serbia has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| Expat Serbia Belex15 generated a negative expected return over the last 90 days | |
| Expat Serbia Belex15 has some characteristics of a very speculative penny stock |
Other Information on Investing in Expat Etf
Expat Serbia 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 Serbia security.