Ft Cboe Vest Etf Performance
| GAUG Etf | 34.94 0.21 0.60% |
The etf owns a Beta (Systematic Risk) of -0.0979, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning FT Cboe are expected to decrease at a much lower rate. During the bear market, FT Cboe is likely to outperform the market.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days FT Cboe Vest has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable basic indicators, FT Cboe is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
GAUG |
FT Cboe Relative Risk vs. Return Landscape
If you would invest 3,529 in FT Cboe Vest on December 20, 2024 and sell it today you would lose (35.00) from holding FT Cboe Vest or give up 0.99% of portfolio value over 90 days. FT Cboe Vest is currently does not generate positive expected returns and assumes 0.4686% risk (volatility on return distribution) over the 90 days horizon. In different words, 4% of etfs are less volatile than GAUG, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
FT Cboe Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for FT Cboe's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as FT Cboe Vest, and traders can use it to determine the average amount a FT Cboe'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 = -0.0331
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | GAUG |
Estimated Market Risk
| 0.47 actual daily | 4 96% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average FT Cboe 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 FT Cboe by adding FT Cboe to a well-diversified portfolio.
About FT Cboe Performance
By analyzing FT Cboe's fundamental ratios, stakeholders can gain valuable insights into FT Cboe's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if FT Cboe 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 FT Cboe has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| FT Cboe Vest generated a negative expected return over the last 90 days |
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in FT Cboe Vest. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in employment. You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
The market value of FT Cboe Vest is measured differently than its book value, which is the value of GAUG that is recorded on the company's balance sheet. Investors also form their own opinion of FT Cboe's value that differs from its market value or its book value, called intrinsic value, which is FT Cboe's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because FT Cboe's market value can be influenced by many factors that don't directly affect FT Cboe's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between FT Cboe's value and its price as these two are different measures arrived at by different means. Investors typically determine if FT Cboe is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FT Cboe's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.