IncomeShares Microsoft (Germany) Performance
| YMSF Etf | 9.52 0.10 1.04% |
The etf retains a Market Volatility (i.e., Beta) of 0.0499, which attests to not very significant fluctuations relative to the market. As returns on the market increase, IncomeShares Microsoft's returns are expected to increase less than the market. However, during the bear market, the loss of holding IncomeShares Microsoft is expected to be smaller as well.
Risk-Adjusted Performance
11 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in IncomeShares Microsoft Options are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. In spite of rather fragile technical and fundamental indicators, IncomeShares Microsoft may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
IncomeShares |
IncomeShares Microsoft Relative Risk vs. Return Landscape
If you would invest 918.00 in IncomeShares Microsoft Options on September 30, 2024 and sell it today you would earn a total of 34.00 from holding IncomeShares Microsoft Options or generate 3.7% return on investment over 90 days. IncomeShares Microsoft Options is generating 0.1292% of daily returns and assumes 0.8748% volatility on return distribution over the 90 days horizon. Simply put, 7% of etfs are less volatile than IncomeShares, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
IncomeShares Microsoft Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IncomeShares Microsoft's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as IncomeShares Microsoft Options, and traders can use it to determine the average amount a IncomeShares Microsoft'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 = 0.1477
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | YMSF | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.87 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.13 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.15 actual daily | 11 89% of assets perform better |
Based on monthly moving average IncomeShares Microsoft 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 IncomeShares Microsoft by adding it to a well-diversified portfolio.