Satrix MSCI (South Africa) Performance
| STXEME Etf | 5,508 25.00 0.45% |
The entity has a beta of 0.071, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Satrix MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding Satrix MSCI is expected to be smaller as well.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Satrix MSCI EM are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong technical and fundamental indicators, Satrix MSCI is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
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Satrix MSCI Relative Risk vs. Return Landscape
If you would invest 521,600 in Satrix MSCI EM on December 22, 2024 and sell it today you would earn a total of 29,200 from holding Satrix MSCI EM or generate 5.6% return on investment over 90 days. Satrix MSCI EM is generating 0.092% of daily returns and assumes 0.9145% volatility on return distribution over the 90 days horizon. Simply put, 8% of etfs are less volatile than Satrix, and 99% 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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Satrix MSCI Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Satrix MSCI's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Satrix MSCI EM, and traders can use it to determine the average amount a Satrix MSCI'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 = 0.1006
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Estimated Market Risk
| 0.91 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.09 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 7 93% of assets perform better |
Based on monthly moving average Satrix MSCI is performing at about 7% 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 Satrix MSCI by adding it to a well-diversified portfolio.