ETC Group (UK) Performance
| METP Etf | 994.60 17.50 1.73% |
The etf owns a Beta (Systematic Risk) of -0.14, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ETC Group are expected to decrease at a much lower rate. During the bear market, ETC Group is likely to outperform the market.
Risk-Adjusted Performance
9 of 100
Weak | Strong |
OK
Compared to the overall equity markets, risk-adjusted returns on investments in ETC Group Global are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain basic indicators, ETC Group unveiled solid returns over the last few months and may actually be approaching a breakup point. ...more
ETC |
ETC Group Relative Risk vs. Return Landscape
If you would invest 86,270 in ETC Group Global on September 12, 2024 and sell it today you would earn a total of 13,190 from holding ETC Group Global or generate 15.29% return on investment over 90 days. ETC Group Global is generating 0.2426% of daily returns and assumes 1.9956% volatility on return distribution over the 90 days horizon. Simply put, 17% of etfs are less volatile than ETC, and 96% 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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ETC Group Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ETC Group's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as ETC Group Global, and traders can use it to determine the average amount a ETC Group'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 = 0.1216
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 2.0 actual daily | 17 83% of assets are more volatile |
Expected Return
| 0.24 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.12 actual daily | 9 91% of assets perform better |
Based on monthly moving average ETC Group is performing at about 9% 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 ETC Group by adding it to a well-diversified portfolio.
About ETC Group Performance
Assessing ETC Group's fundamental ratios provides investors with valuable insights into ETC Group's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the ETC Group 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.
ETC Group is entity of United Kingdom. It is traded as Etf on LSE exchange.