Fidelity Low Volatility Etf Performance
| FCUL Etf | 52.78 0.46 0.88% |
The etf shows a Beta (market volatility) of 0.33, which means possible diversification benefits within a given portfolio. As returns on the market increase, Fidelity Low's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fidelity Low is expected to be smaller as well.
Risk-Adjusted Performance
12 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in Fidelity Low Volatility are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. In spite of rather unsteady technical and fundamental indicators, Fidelity Low may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
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Fidelity Low Relative Risk vs. Return Landscape
If you would invest 4,955 in Fidelity Low Volatility on September 27, 2024 and sell it today you would earn a total of 323.00 from holding Fidelity Low Volatility or generate 6.52% return on investment over 90 days. Fidelity Low Volatility is generating 0.1023% of daily returns and assumes 0.6341% volatility on return distribution over the 90 days horizon. Simply put, 5% of etfs are less volatile than Fidelity, 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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Fidelity Low Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fidelity Low's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Fidelity Low Volatility, and traders can use it to determine the average amount a Fidelity Low'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 = 0.1613
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Estimated Market Risk
| 0.63 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.1 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.16 actual daily | 12 88% of assets perform better |
Based on monthly moving average Fidelity Low 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 Fidelity Low by adding it to a well-diversified portfolio.
About Fidelity Low Performance
By analyzing Fidelity Low's fundamental ratios, stakeholders can gain valuable insights into Fidelity Low's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Fidelity Low 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 Fidelity Low has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Fidelity Low is entity of Canada. It is traded as Etf on NEO exchange.