MULTI UNITS (Switzerland) Performance
| 100D Etf | 139.10 0.42 0.30% |
The etf secures a Beta (Market Risk) of 0.0245, which conveys not very significant fluctuations relative to the market. As returns on the market increase, MULTI UNITS's returns are expected to increase less than the market. However, during the bear market, the loss of holding MULTI UNITS is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days MULTI UNITS LUXEMBOURG has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly stable basic indicators, MULTI UNITS is not utilizing all of its potentials. The latest stock price fuss, may contribute to near-short-term losses for the sophisticated investors. ...more
MULTI |
MULTI UNITS Relative Risk vs. Return Landscape
If you would invest 14,182 in MULTI UNITS LUXEMBOURG on September 14, 2024 and sell it today you would lose (272.00) from holding MULTI UNITS LUXEMBOURG or give up 1.92% of portfolio value over 90 days. MULTI UNITS LUXEMBOURG is generating negative expected returns and assumes 0.9199% volatility on return distribution over the 90 days horizon. Simply put, 8% of etfs are less volatile than MULTI, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
MULTI UNITS Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for MULTI UNITS's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as MULTI UNITS LUXEMBOURG , and traders can use it to determine the average amount a MULTI UNITS'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 = -0.0283
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| Negative Returns | 100D |
Estimated Market Risk
| 0.92 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 MULTI UNITS 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 MULTI UNITS by adding MULTI UNITS to a well-diversified portfolio.
| MULTI UNITS generated a negative expected return over the last 90 days |