Flexshares Global Quality Etf Performance
| GQRE Etf | USD 57.69 0.50 0.87% |
The etf shows a Beta (market volatility) of -0.26, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning FlexShares Global are expected to decrease at a much lower rate. During the bear market, FlexShares Global is likely to outperform the market.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days FlexShares Global Quality has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound basic indicators, FlexShares Global is not utilizing all of its potentials. The current stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
| In Threey Sharp Ratio | -0.20 |
FlexShares |
FlexShares Global Relative Risk vs. Return Landscape
If you would invest 5,725 in FlexShares Global Quality on December 25, 2024 and sell it today you would lose (6.00) from holding FlexShares Global Quality or give up 0.1% of portfolio value over 90 days. FlexShares Global Quality is currently generating 0.0021% in daily expected returns and assumes 0.8888% risk (volatility on return distribution) over the 90 days horizon. In different words, 7% of etfs are less volatile than FlexShares, 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 |
FlexShares Global Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for FlexShares Global's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as FlexShares Global Quality, and traders can use it to determine the average amount a FlexShares 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 = 0.0024
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Estimated Market Risk
| 0.89 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.0 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 FlexShares Global 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 FlexShares Global by adding FlexShares Global to a well-diversified portfolio.
FlexShares Global Fundamentals Growth
FlexShares Etf prices reflect investors' perceptions of the future prospects and financial health of FlexShares Global, and FlexShares Global fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on FlexShares Etf performance.
| Price To Earning | 16.73 X | |||
| Price To Book | 1.31 X | |||
| Price To Sales | 4.05 X | |||
| Total Asset | 318.77 M | |||
About FlexShares Global Performance
By analyzing FlexShares Global's fundamental ratios, stakeholders can gain valuable insights into FlexShares Global's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if FlexShares Global 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 FlexShares Global has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
The index is designed to reflect the performance of a selection of companies that, in aggregate, possess greater exposure to quality, value and momentum factors relative to the Northern Trust Global Real Estate Index. Flexshares Global is traded on NYSEARCA Exchange in the United States.| The fund created three year return of -3.0% | |
| FlexShares Global Quality retains 97.36% of its assets under management (AUM) in equities |
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in FlexShares Global Quality. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in metropolitan statistical area. You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
The market value of FlexShares Global Quality is measured differently than its book value, which is the value of FlexShares that is recorded on the company's balance sheet. Investors also form their own opinion of FlexShares Global's value that differs from its market value or its book value, called intrinsic value, which is FlexShares Global'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 FlexShares Global's market value can be influenced by many factors that don't directly affect FlexShares Global'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 FlexShares Global's value and its price as these two are different measures arrived at by different means. Investors typically determine if FlexShares Global is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FlexShares Global'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.