Cboe Validus Sp Etf Performance
| PUTD Etf | 20.04 0.00 0.00% |
The etf shows a Beta (market volatility) of 0.46, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Cboe Validus' returns are expected to increase less than the market. However, during the bear market, the loss of holding Cboe Validus is expected to be smaller as well.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Cboe Validus SP has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound basic indicators, Cboe Validus is not utilizing all of its potentials. The recent stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
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Cboe Validus Relative Risk vs. Return Landscape
If you would invest 2,072 in Cboe Validus SP on December 21, 2024 and sell it today you would lose (68.34) from holding Cboe Validus SP or give up 3.3% of portfolio value over 90 days. Cboe Validus SP is currently does not generate positive expected returns and assumes 1.0852% risk (volatility on return distribution) over the 90 days horizon. In different words, 9% of etfs are less volatile than Cboe, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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Cboe Validus Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cboe Validus' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Cboe Validus SP, and traders can use it to determine the average amount a Cboe Validus' 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 = -0.047
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| Negative Returns | PUTD |
Estimated Market Risk
| 1.09 actual daily | 9 91% of assets are more volatile |
Expected Return
| -0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Cboe Validus 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 Cboe Validus by adding Cboe Validus to a well-diversified portfolio.
About Cboe Validus Performance
By analyzing Cboe Validus' fundamental ratios, stakeholders can gain valuable insights into Cboe Validus' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Cboe Validus 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 Cboe Validus has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Cboe Validus is entity of United States. It is traded as Etf on BATS exchange.| Cboe Validus SP generated a negative expected return over the last 90 days |
Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Cboe Validus SP. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in estimate. You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
The market value of Cboe Validus SP is measured differently than its book value, which is the value of Cboe that is recorded on the company's balance sheet. Investors also form their own opinion of Cboe Validus' value that differs from its market value or its book value, called intrinsic value, which is Cboe Validus' 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 Cboe Validus' market value can be influenced by many factors that don't directly affect Cboe Validus' 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 Cboe Validus' value and its price as these two are different measures arrived at by different means. Investors typically determine if Cboe Validus is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cboe Validus' 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.