KSM Mutual (Israel) Performance
| KSM-F152 | ILA 5,419 78.00 1.42% |
The etf secures a Beta (Market Risk) of -0.11, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning KSM Mutual are expected to decrease at a much lower rate. During the bear market, KSM Mutual is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days KSM Mutual Funds has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Etf's technical and fundamental indicators remain somewhat strong which may send shares a bit higher in January 2025. The current disturbance may also be a sign of long term up-swing for the ETF investors. ...more
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KSM Mutual Relative Risk vs. Return Landscape
If you would invest 627,000 in KSM Mutual Funds on September 14, 2024 and sell it today you would lose (85,100) from holding KSM Mutual Funds or give up 13.57% of portfolio value over 90 days. KSM Mutual Funds is generating negative expected returns and assumes 1.1432% volatility on return distribution over the 90 days horizon. Simply put, 10% of etfs are less volatile than KSM, 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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KSM Mutual Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for KSM Mutual's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as KSM Mutual Funds, and traders can use it to determine the average amount a KSM Mutual'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 = -0.2713
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| Negative Returns | KSM-F152 |
Estimated Market Risk
| 1.14 actual daily | 10 90% of assets are more volatile |
Expected Return
| -0.31 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.27 actual daily | 0 Most of other assets perform better |
Based on monthly moving average KSM Mutual 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 KSM Mutual by adding KSM Mutual to a well-diversified portfolio.
About KSM Mutual Performance
By analyzing KSM Mutual's fundamental ratios, stakeholders can gain valuable insights into KSM Mutual's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if KSM Mutual 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 KSM Mutual has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| KSM Mutual Funds generated a negative expected return over the last 90 days |
Other Information on Investing in KSM Etf
KSM Mutual financial ratios help investors to determine whether KSM 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 KSM with respect to the benefits of owning KSM Mutual security.