Claymore MACROshares Oil Performance
The etf shows a Beta (market volatility) of 0.0, which signifies not very significant fluctuations relative to the market. the returns on MARKET and Claymore MACROshares are completely uncorrelated.
Risk-Adjusted Performance
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Over the last 90 days Claymore MACROshares Oil has generated negative risk-adjusted returns adding no value to investors with long positions. Even with relatively invariable fundamental indicators, Claymore MACROshares is not utilizing all of its potentials. The recent stock price agitation, may contribute to short-term losses for the retail investors. ...more
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Claymore MACROshares Relative Risk vs. Return Landscape
If you would invest (100.00) in Claymore MACROshares Oil on September 15, 2024 and sell it today you would earn a total of 100.00 from holding Claymore MACROshares Oil or generate -100.0% return on investment over 90 days. Claymore MACROshares Oil is generating negative expected returns assuming volatility of 0.0% on return distribution over 90 days investment horizon. In other words, 0% of etfs are less volatile than Claymore, and above 99% of all equities are expected to generate higher returns over the next 90 days. Expected Return |
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Claymore MACROshares Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Claymore MACROshares' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Claymore MACROshares Oil, and traders can use it to determine the average amount a Claymore MACROshares' 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 = 0.0
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Based on monthly moving average Claymore MACROshares 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 Claymore MACROshares by adding Claymore MACROshares to a well-diversified portfolio.
| Claymore MACROshares is not yet fully synchronised with the market data | |
| Claymore MACROshares has some characteristics of a very speculative penny stock |
Check out Investing Opportunities to better understand how to build diversified portfolios. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in main economic indicators. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Other Consideration for investing in Claymore Etf
If you are still planning to invest in Claymore MACROshares Oil check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Claymore MACROshares' history and understand the potential risks before investing.
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