Expat Macedonia (Germany) Performance
| MKK1 Etf | 2.49 0.01 0.40% |
The etf shows a Beta (market volatility) of -0.0366, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Expat Macedonia are expected to decrease at a much lower rate. During the bear market, Expat Macedonia is likely to outperform the market.
Risk-Adjusted Performance
24 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in Expat Macedonia Mbi10 are ranked lower than 24 (%) of all global equities and portfolios over the last 90 days. In spite of rather fragile basic indicators, Expat Macedonia may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
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Expat Macedonia Relative Risk vs. Return Landscape
If you would invest 223.00 in Expat Macedonia Mbi10 on September 16, 2024 and sell it today you would earn a total of 26.00 from holding Expat Macedonia Mbi10 or generate 11.66% return on investment over 90 days. Expat Macedonia Mbi10 is generating 0.1687% of daily returns and assumes 0.5431% volatility on return distribution over the 90 days horizon. Simply put, 4% of etfs are less volatile than Expat, and 97% 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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Expat Macedonia Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Expat Macedonia's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Expat Macedonia Mbi10, and traders can use it to determine the average amount a Expat Macedonia'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 = 0.3106
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Estimated Market Risk
| 0.54 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.17 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.31 actual daily | 24 76% of assets perform better |
Based on monthly moving average Expat Macedonia is performing at about 24% 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 Expat Macedonia by adding it to a well-diversified portfolio.