Etf Series Solutions Etf Performance
| RMIF Etf | 25.19 0.03 0.12% |
The etf shows a Beta (market volatility) of 0.0727, which means not very significant fluctuations relative to the market. As returns on the market increase, ETF Series' returns are expected to increase less than the market. However, during the bear market, the loss of holding ETF Series 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 ETF Series Solutions are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable forward indicators, ETF Series is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
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ETF Series Relative Risk vs. Return Landscape
If you would invest 2,500 in ETF Series Solutions on December 5, 2024 and sell it today you would earn a total of 13.80 from holding ETF Series Solutions or generate 0.55% return on investment over 90 days. ETF Series Solutions is currently generating 0.0094% in daily expected returns and assumes 0.1252% risk (volatility on return distribution) over the 90 days horizon. In different words, 1% of etfs are less volatile than ETF, 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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ETF Series Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ETF Series' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as ETF Series Solutions, and traders can use it to determine the average amount a ETF Series' 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 = 0.0751
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Estimated Market Risk
| 0.13 actual daily | 1 99% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 5 95% of assets perform better |
Based on monthly moving average ETF Series 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 ETF Series by adding it to a well-diversified portfolio.
About ETF Series Performance
By analyzing ETF Series' fundamental ratios, stakeholders can gain valuable insights into ETF Series' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if ETF Series 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 ETF Series has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.