Capital Taiex (Taiwan) Performance
| 00686R Etf | TWD 2.23 0.01 0.45% |
The etf shows a Beta (market volatility) of -0.36, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Capital Taiex are expected to decrease at a much lower rate. During the bear market, Capital Taiex is likely to outperform the market.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Capital Taiex Daily has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest weak performance, the Etf's basic indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the ETF investors. ...more
| Fifty Two Week Low | 3.9700 | |
| Fifty Two Week High | 7.7500 |
Capital |
Capital Taiex Relative Risk vs. Return Landscape
If you would invest 243.00 in Capital Taiex Daily on September 6, 2024 and sell it today you would lose (20.00) from holding Capital Taiex Daily or give up 8.23% of portfolio value over 90 days. Capital Taiex Daily is generating negative expected returns and assumes 1.0456% volatility on return distribution over the 90 days horizon. Simply put, 9% of etfs are less volatile than Capital, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Capital Taiex Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Capital Taiex's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Capital Taiex Daily, and traders can use it to determine the average amount a Capital Taiex'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 = -0.1252
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 00686R |
Estimated Market Risk
| 1.05 actual daily | 9 91% of assets are more volatile |
Expected Return
| -0.13 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Capital Taiex is not performing at its full potential. However, 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 Capital Taiex by adding Capital Taiex to a well-diversified portfolio.
Capital Taiex Fundamentals Growth
Capital Etf prices reflect investors' perceptions of the future prospects and financial health of Capital Taiex, and Capital Taiex fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Capital Etf performance.
| Total Asset | 140.12 M | |||
About Capital Taiex Performance
By analyzing Capital Taiex's fundamental ratios, stakeholders can gain valuable insights into Capital Taiex's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Capital Taiex 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 Capital Taiex has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
CAPITAL INV is traded on Taiwan Stock Exchange in Taiwan.| Capital Taiex Daily generated a negative expected return over the last 90 days | |
| The fund generated three year return of -21.0% | |
| Capital Taiex Daily holds all of the total net assets in various exotic instrument |
Other Information on Investing in Capital Etf
Capital Taiex financial ratios help investors to determine whether Capital Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Capital with respect to the benefits of owning Capital Taiex security.