KSM Mutual (Israel) Performance

KSM-F28 Etf  ILA 3,646  39.00  1.06%   
The etf secures a Beta (Market Risk) of 0.0365, which conveys not very significant fluctuations relative to the market. As returns on the market increase, KSM Mutual's returns are expected to increase less than the market. However, during the bear market, the loss of holding KSM Mutual is expected to be smaller as well.

Risk-Adjusted Performance

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Over the last 90 days KSM Mutual Funds has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, KSM Mutual is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
  

KSM Mutual Relative Risk vs. Return Landscape

If you would invest  370,500  in KSM Mutual Funds on September 15, 2024 and sell it today you would lose (5,900) from holding KSM Mutual Funds or give up 1.59% of portfolio value over 90 days. KSM Mutual Funds is generating negative expected returns and assumes 0.9518% volatility on return distribution over the 90 days horizon. Simply put, 8% of etfs are less volatile than KSM, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
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Assuming the 90 days trading horizon KSM Mutual is expected to under-perform the market. In addition to that, the company is 1.3 times more volatile than its market benchmark. It trades about -0.03 of its total potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.11 per unit of volatility.

KSM Mutual Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for KSM Mutual's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as KSM Mutual Funds, and traders can use it to determine the average amount a KSM Mutual'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 = -0.0312

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Negative ReturnsKSM-F28

Estimated Market Risk

 0.95
  actual daily
8
92% of assets are more volatile

Expected Return

 -0.03
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 -0.03
  actual daily
0
Most of other assets perform better
Based on monthly moving average KSM Mutual 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 KSM Mutual by adding KSM Mutual to a well-diversified portfolio.

About KSM Mutual Performance

By analyzing KSM Mutual's fundamental ratios, stakeholders can gain valuable insights into KSM Mutual's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if KSM Mutual 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 KSM Mutual has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
KSM Mutual Funds generated a negative expected return over the last 90 days

Other Information on Investing in KSM Etf

KSM Mutual financial ratios help investors to determine whether KSM 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 KSM with respect to the benefits of owning KSM Mutual security.