Flexshares Disciplined Duration Etf Performance
| MBSD Etf | USD 20.64 0.03 0.15% |
The etf shows a Beta (market volatility) of 0.0825, which means not very significant fluctuations relative to the market. As returns on the market increase, FlexShares Disciplined's returns are expected to increase less than the market. However, during the bear market, the loss of holding FlexShares Disciplined is expected to be smaller as well.
Risk-Adjusted Performance
Modest
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in FlexShares Disciplined Duration are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound basic indicators, FlexShares Disciplined is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
1 | Seizing The Opportunity In Agency MBS - Seeking Alpha | 12/20/2024 |
| In Threey Sharp Ratio | -0.80 |
FlexShares |
FlexShares Disciplined Relative Risk vs. Return Landscape
If you would invest 2,039 in FlexShares Disciplined Duration on November 28, 2024 and sell it today you would earn a total of 22.00 from holding FlexShares Disciplined Duration or generate 1.08% return on investment over 90 days. FlexShares Disciplined Duration is currently generating 0.0186% in daily expected returns and assumes 0.2892% risk (volatility on return distribution) over the 90 days horizon. In different words, 2% 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 Disciplined Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for FlexShares Disciplined's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as FlexShares Disciplined Duration, and traders can use it to determine the average amount a FlexShares Disciplined'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 = 0.0643
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| Negative Returns | MBSD |
Estimated Market Risk
| 0.29 actual daily | 2 98% of assets are more volatile |
Expected Return
| 0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 5 95% of assets perform better |
Based on monthly moving average FlexShares Disciplined is performing at about 5% 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 FlexShares Disciplined by adding it to a well-diversified portfolio.
FlexShares Disciplined Fundamentals Growth
FlexShares Etf prices reflect investors' perceptions of the future prospects and financial health of FlexShares Disciplined, and FlexShares Disciplined 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.
| Total Asset | 99.98 M | |||
About FlexShares Disciplined Performance
By analyzing FlexShares Disciplined's fundamental ratios, stakeholders can gain valuable insights into FlexShares Disciplined's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if FlexShares Disciplined 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 Disciplined has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
The underlying index reflects the performance of a selection of investment-grade U.S. agency residential mortgage backed pass-through securities. FlexShares Trust is traded on NASDAQ Exchange in the United States.| The fund maintains all of the assets in different exotic instruments |
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in FlexShares Disciplined Duration. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in state. You can also try the Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
The market value of FlexShares Disciplined 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 Disciplined's value that differs from its market value or its book value, called intrinsic value, which is FlexShares Disciplined'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 Disciplined's market value can be influenced by many factors that don't directly affect FlexShares Disciplined'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 Disciplined's value and its price as these two are different measures arrived at by different means. Investors typically determine if FlexShares Disciplined is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FlexShares Disciplined'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.