Xtrackers MSCI (Germany) Performance
| XMKA Etf | EUR 7.55 0.14 1.89% |
The entity maintains a market beta of -0.01, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Xtrackers MSCI are expected to decrease at a much lower rate. During the bear market, Xtrackers MSCI is likely to outperform the market.
Risk-Adjusted Performance
Good
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Xtrackers MSCI are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. Despite nearly unsteady forward-looking signals, Xtrackers MSCI may actually be approaching a critical reversion point that can send shares even higher in April 2025. ...more
Xtrackers |
Xtrackers MSCI Relative Risk vs. Return Landscape
If you would invest 681.00 in Xtrackers MSCI on December 22, 2024 and sell it today you would earn a total of 74.00 from holding Xtrackers MSCI or generate 10.87% return on investment over 90 days. Xtrackers MSCI is generating 0.1828% of daily returns assuming 1.2636% volatility of returns over the 90 days investment horizon. Simply put, 11% of all etfs have less volatile historical return distribution than Xtrackers MSCI, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Xtrackers MSCI Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Xtrackers MSCI's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Xtrackers MSCI, and traders can use it to determine the average amount a Xtrackers 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 = 0.1447
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | XMKA | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.26 actual daily | 11 89% of assets are more volatile |
Expected Return
| 0.18 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.14 actual daily | 11 89% of assets perform better |
Based on monthly moving average Xtrackers MSCI is performing at about 11% 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 Xtrackers MSCI by adding it to a well-diversified portfolio.
About Xtrackers MSCI Performance
By analyzing Xtrackers MSCI's fundamental ratios, stakeholders can gain valuable insights into Xtrackers MSCI's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Xtrackers MSCI 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 Xtrackers MSCI has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.