VanEck Global (Australia) Performance
| GPEQ Etf | 26.13 0.16 0.62% |
The entity has a beta of 0.85, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, VanEck Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding VanEck Global is expected to be smaller as well.
Risk-Adjusted Performance
25 of 100
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Solid
Compared to the overall equity markets, risk-adjusted returns on investments in VanEck Global Listed are ranked lower than 25 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain basic indicators, VanEck Global unveiled solid returns over the last few months and may actually be approaching a breakup point. ...more
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VanEck Global Relative Risk vs. Return Landscape
If you would invest 2,165 in VanEck Global Listed on September 13, 2024 and sell it today you would earn a total of 432.00 from holding VanEck Global Listed or generate 19.95% return on investment over 90 days. VanEck Global Listed is generating 0.2887% of daily returns and assumes 0.9071% volatility on return distribution over the 90 days horizon. Simply put, 8% of etfs are less volatile than VanEck, and 95% 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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VanEck Global Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for VanEck Global's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as VanEck Global Listed, and traders can use it to determine the average amount a VanEck Global'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 = 0.3183
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Estimated Market Risk
| 0.91 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.29 actual daily | 5 95% of assets have higher returns |
Risk-Adjusted Return
| 0.32 actual daily | 25 75% of assets perform better |
Based on monthly moving average VanEck Global is performing at about 25% 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 VanEck Global by adding it to a well-diversified portfolio.
About VanEck Global Performance
Assessing VanEck Global's fundamental ratios provides investors with valuable insights into VanEck Global's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the VanEck Global is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
VanEck Global is entity of Australia. It is traded as Etf on AU exchange.