ETFS Physical (Australia) Performance
| ETPMAG Etf | 48.81 0.11 0.23% |
The etf shows a Beta (market volatility) of 0.22, which means not very significant fluctuations relative to the market. As returns on the market increase, ETFS Physical's returns are expected to increase less than the market. However, during the bear market, the loss of holding ETFS Physical is expected to be smaller as well.
Risk-Adjusted Performance
Good
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in ETFS Physical Silver are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. Despite somewhat uncertain basic indicators, ETFS Physical may actually be approaching a critical reversion point that can send shares even higher in April 2025. ...more
1 | 2 premium gold and silver ASX ETFs to buy right now - MSN | 01/08/2025 |
ETFS |
ETFS Physical Relative Risk vs. Return Landscape
If you would invest 4,411 in ETFS Physical Silver on December 25, 2024 and sell it today you would earn a total of 470.00 from holding ETFS Physical Silver or generate 10.66% return on investment over 90 days. ETFS Physical Silver is generating 0.1693% of daily returns and assumes 1.0886% volatility on return distribution over the 90 days horizon. Simply put, 9% of etfs are less volatile than ETFS, and 97% 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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ETFS Physical Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ETFS Physical's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as ETFS Physical Silver, and traders can use it to determine the average amount a ETFS Physical'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 = 0.1555
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Estimated Market Risk
| 1.09 actual daily | 9 91% of assets are more volatile |
Expected Return
| 0.17 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.16 actual daily | 12 88% of assets perform better |
Based on monthly moving average ETFS Physical is performing at about 12% 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 ETFS Physical by adding it to a well-diversified portfolio.
About ETFS Physical Performance
By analyzing ETFS Physical's fundamental ratios, stakeholders can gain valuable insights into ETFS Physical's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if ETFS Physical 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 ETFS Physical has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
ETFS Physical is entity of Australia. It is traded as Etf on AU exchange.