Maj Invest (Denmark) Performance
| MAJDCS Etf | 110.35 1.15 1.03% |
The etf secures a Beta (Market Risk) of 0.0995, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Maj Invest's returns are expected to increase less than the market. However, during the bear market, the loss of holding Maj Invest is expected to be smaller as well.
Risk-Adjusted Performance
2 of 100
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Weak
Compared to the overall equity markets, risk-adjusted returns on investments in Maj Invest UCITS are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong forward-looking indicators, Maj Invest is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
Maj |
Maj Invest Relative Risk vs. Return Landscape
If you would invest 10,945 in Maj Invest UCITS on October 9, 2024 and sell it today you would earn a total of 205.00 from holding Maj Invest UCITS or generate 1.87% return on investment over 90 days. Maj Invest UCITS is generating 0.0374% of daily returns and assumes 1.1511% volatility on return distribution over the 90 days horizon. Simply put, 10% of etfs are less volatile than Maj, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Maj Invest Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Maj Invest's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Maj Invest UCITS, and traders can use it to determine the average amount a Maj Invest'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 = 0.0325
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| Negative Returns | MAJDCS |
Estimated Market Risk
| 1.15 actual daily | 10 90% of assets are more volatile |
Expected Return
| 0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average Maj Invest is performing at about 2% 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 Maj Invest by adding it to a well-diversified portfolio.