Exchange Traded Concepts Etf Performance
| OFOS Etf | 20.25 0.26 1.30% |
The etf shows a Beta (market volatility) of 0.75, which means possible diversification benefits within a given portfolio. As returns on the market increase, Exchange Traded's returns are expected to increase less than the market. However, during the bear market, the loss of holding Exchange Traded is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Exchange Traded Concepts has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, Exchange Traded is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
1 | Proactive Strategies - Stock Traders Daily | 01/22/2025 |
2 | Trend Tracker for - Stock Traders Daily | 02/13/2025 |
Exchange |
Exchange Traded Relative Risk vs. Return Landscape
If you would invest 2,021 in Exchange Traded Concepts on December 25, 2024 and sell it today you would earn a total of 4.00 from holding Exchange Traded Concepts or generate 0.2% return on investment over 90 days. Exchange Traded Concepts is currently generating 0.0144% in daily expected returns and assumes 1.504% risk (volatility on return distribution) over the 90 days horizon. In different words, 13% of etfs are less volatile than Exchange, 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 |
Exchange Traded Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Exchange Traded's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Exchange Traded Concepts, and traders can use it to determine the average amount a Exchange Traded'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 = 0.0096
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | OFOS |
Estimated Market Risk
| 1.5 actual daily | 13 87% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Exchange Traded is not performing at its full potential. However, 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 Exchange Traded by adding Exchange Traded to a well-diversified portfolio.
About Exchange Traded Performance
Assessing Exchange Traded's fundamental ratios provides investors with valuable insights into Exchange Traded's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Exchange Traded 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.
Exchange Traded is entity of United States. It is traded as Etf on NYSE ARCA exchange.