VanEck FTSE (Australia) Performance
| CETF Etf | 55.95 0.42 0.76% |
The entity has a beta of 0.29, which indicates not very significant fluctuations relative to the market. As returns on the market increase, VanEck FTSE's returns are expected to increase less than the market. However, during the bear market, the loss of holding VanEck FTSE is expected to be smaller as well.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in VanEck FTSE China are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain basic indicators, VanEck FTSE unveiled solid returns over the last few months and may actually be approaching a breakup point. ...more
1 | Boost your portfolio Why and how to increase small-cap exposure with ETFs - MoneySense | 10/08/2024 |
| In Threey Sharp Ratio | 0.51 |
VanEck |
VanEck FTSE Relative Risk vs. Return Landscape
If you would invest 4,788 in VanEck FTSE China on September 4, 2024 and sell it today you would earn a total of 807.00 from holding VanEck FTSE China or generate 16.85% return on investment over 90 days. VanEck FTSE China is generating 0.2703% of daily returns and assumes 2.4906% volatility on return distribution over the 90 days horizon. Simply put, 22% of etfs are less volatile than VanEck, and 95% 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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VanEck FTSE Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for VanEck FTSE's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as VanEck FTSE China, and traders can use it to determine the average amount a VanEck FTSE'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 = 0.1085
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Estimated Market Risk
| 2.49 actual daily | 22 78% of assets are more volatile |
Expected Return
| 0.27 actual daily | 5 95% of assets have higher returns |
Risk-Adjusted Return
| 0.11 actual daily | 8 92% of assets perform better |
Based on monthly moving average VanEck FTSE is performing at about 8% 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 VanEck FTSE by adding it to a well-diversified portfolio.
VanEck FTSE Fundamentals Growth
VanEck Etf prices reflect investors' perceptions of the future prospects and financial health of VanEck FTSE, and VanEck FTSE 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 VanEck Etf performance.
About VanEck FTSE Performance
Assessing VanEck FTSE's fundamental ratios provides investors with valuable insights into VanEck FTSE's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the VanEck FTSE is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
VanEck FTSE is entity of Australia. It is traded as Etf on AU exchange.