Expat Romania (Germany) Performance
| ROX Etf | 2.11 0.01 0.47% |
The etf shows a Beta (market volatility) of 0.0447, which means not very significant fluctuations relative to the market. As returns on the market increase, Expat Romania's returns are expected to increase less than the market. However, during the bear market, the loss of holding Expat Romania is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days Expat Romania BET has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, Expat Romania is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
Expat |
Expat Romania Relative Risk vs. Return Landscape
If you would invest 217.00 in Expat Romania BET on September 12, 2024 and sell it today you would lose (6.00) from holding Expat Romania BET or give up 2.76% of portfolio value over 90 days. Expat Romania BET is generating negative expected returns and assumes 1.0318% volatility on return distribution over the 90 days horizon. Simply put, 9% of etfs are less volatile than Expat, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Expat Romania Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Expat Romania's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Expat Romania BET, and traders can use it to determine the average amount a Expat Romania'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 = -0.0374
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Estimated Market Risk
| 1.03 actual daily | 9 91% of assets are more volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Expat Romania 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 Expat Romania by adding Expat Romania to a well-diversified portfolio.
| Expat Romania BET generated a negative expected return over the last 90 days |