Deka STOXX (Germany) Performance
| EL4D Etf | EUR 29.01 0.03 0.10% |
The etf shows a Beta (market volatility) of 0.11, which means not very significant fluctuations relative to the market. As returns on the market increase, Deka STOXX's returns are expected to increase less than the market. However, during the bear market, the loss of holding Deka STOXX is expected to be smaller as well.
Risk-Adjusted Performance
12 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in Deka STOXX Europe are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. Despite nearly unsteady basic indicators, Deka STOXX may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
Deka |
Deka STOXX Relative Risk vs. Return Landscape
If you would invest 2,557 in Deka STOXX Europe on September 16, 2024 and sell it today you would earn a total of 344.00 from holding Deka STOXX Europe or generate 13.45% return on investment over 90 days. Deka STOXX Europe is generating 0.199% of daily returns assuming 1.2523% volatility of returns over the 90 days investment horizon. Simply put, 11% of all etfs have less volatile historical return distribution than Deka STOXX, and 97% 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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Deka STOXX Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Deka STOXX's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Deka STOXX Europe, and traders can use it to determine the average amount a Deka STOXX'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 = 0.1589
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 1.25 actual daily | 11 89% of assets are more volatile |
Expected Return
| 0.2 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.16 actual daily | 12 88% of assets perform better |
Based on monthly moving average Deka STOXX is performing at about 12% 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 Deka STOXX by adding it to a well-diversified portfolio.
Deka STOXX Fundamentals Growth
Deka Etf prices reflect investors' perceptions of the future prospects and financial health of Deka STOXX, and Deka STOXX 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 Deka Etf performance.
| Total Asset | 14.91 M | |||
About Deka STOXX Performance
By analyzing Deka STOXX's fundamental ratios, stakeholders can gain valuable insights into Deka STOXX's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Deka STOXX 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 Deka STOXX has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
The investment seeks to track the price and performance yield, before fees and expenses, of the STOXX Europe Strong Value 20 index. DK STOXX is traded on Frankfurt Stock Exchange in Germany.| Deka STOXX Europe generated five year return of -2.0% | |
| This fund retains all of its assets under management (AUM) in equities |
Other Information on Investing in Deka Etf
Deka STOXX financial ratios help investors to determine whether Deka 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 Deka with respect to the benefits of owning Deka STOXX security.