HSBC MSCI (Germany) Performance
| H4ZJ Etf | 36.03 0.07 0.19% |
The etf owns a Beta (Systematic Risk) of 0.2, which attests to not very significant fluctuations relative to the market. As returns on the market increase, HSBC MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding HSBC MSCI is expected to be smaller as well.
Risk-Adjusted Performance
13 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in HSBC MSCI World are ranked lower than 13 (%) of all global equities and portfolios over the last 90 days. In spite of rather fragile forward-looking indicators, HSBC MSCI may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
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HSBC MSCI Relative Risk vs. Return Landscape
If you would invest 3,331 in HSBC MSCI World on September 23, 2024 and sell it today you would earn a total of 265.00 from holding HSBC MSCI World or generate 7.96% return on investment over 90 days. HSBC MSCI World is generating 0.1183% of daily returns and assumes 0.6821% volatility on return distribution over the 90 days horizon. Simply put, 6% of etfs are less volatile than HSBC, 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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HSBC MSCI Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for HSBC MSCI's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as HSBC MSCI World, and traders can use it to determine the average amount a HSBC MSCI'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 = 0.1735
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Estimated Market Risk
| 0.68 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.12 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.17 actual daily | 13 87% of assets perform better |
Based on monthly moving average HSBC MSCI is performing at about 13% 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 HSBC MSCI by adding it to a well-diversified portfolio.