Satrix MSCI (South Africa) Performance

STXEME Etf   5,412  63.00  1.15%   
The entity has a beta of -0.15, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Satrix MSCI are expected to decrease at a much lower rate. During the bear market, Satrix MSCI is likely to outperform the market.

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 4 (%) 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
  

Satrix MSCI Relative Risk vs. Return Landscape

If you would invest  527,100  in Satrix MSCI EM on December 5, 2024 and sell it today you would earn a total of  14,100  from holding Satrix MSCI EM or generate 2.68% return on investment over 90 days. Satrix MSCI EM is generating 0.0477% of daily returns and assumes 0.8706% volatility on return distribution over the 90 days horizon. Simply put, 7% 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   
       Risk  
Assuming the 90 days trading horizon Satrix MSCI is expected to generate 1.1 times more return on investment than the market. However, the company is 1.1 times more volatile than its market benchmark. It trades about 0.05 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly -0.1 per unit of risk.

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 = 0.0548

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Estimated Market Risk

 0.87
  actual daily
7
93% 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
4
96% of assets perform better
Based on monthly moving average Satrix MSCI is performing at about 4% 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.