Trueshares Structured Outcome Etf Performance
| MARZ Etf | USD 33.49 0.18 0.54% |
The entity has a beta of 0.63, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, TrueShares Structured's returns are expected to increase less than the market. However, during the bear market, the loss of holding TrueShares Structured is expected to be smaller as well.
Risk-Adjusted Performance
16 of 100
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Solid
Compared to the overall equity markets, risk-adjusted returns on investments in TrueShares Structured Outcome are ranked lower than 16 (%) of all global equities and portfolios over the last 90 days. In spite of fairly weak basic indicators, TrueShares Structured may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
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TrueShares |
TrueShares Structured Relative Risk vs. Return Landscape
If you would invest 3,118 in TrueShares Structured Outcome on September 2, 2024 and sell it today you would earn a total of 231.00 from holding TrueShares Structured Outcome or generate 7.41% return on investment over 90 days. TrueShares Structured Outcome is currently generating 0.1131% in daily expected returns and assumes 0.5338% risk (volatility on return distribution) over the 90 days horizon. In different words, 4% of etfs are less volatile than TrueShares, and 98% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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TrueShares Structured Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for TrueShares Structured's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as TrueShares Structured Outcome, and traders can use it to determine the average amount a TrueShares Structured'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 = 0.212
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Estimated Market Risk
| 0.53 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.11 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.21 actual daily | 16 84% of assets perform better |
Based on monthly moving average TrueShares Structured is performing at about 16% 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 TrueShares Structured by adding it to a well-diversified portfolio.
TrueShares Structured Fundamentals Growth
TrueShares Etf prices reflect investors' perceptions of the future prospects and financial health of TrueShares Structured, and TrueShares Structured 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 TrueShares Etf performance.
| Total Asset | 4.67 M | |||
About TrueShares Structured Performance
Evaluating TrueShares Structured's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if TrueShares Structured 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 TrueShares Structured has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The fund is an actively-managed ETF that seeks to achieve its investment objective by investing substantially all of its assets in options that reference the SP 500 Price Index. TrueShares Structured is traded on BATS Exchange in the United States.| The fund maintains most of the assets in different exotic instruments. |
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in TrueShares Structured Outcome. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in metropolitan statistical area. You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
The market value of TrueShares Structured is measured differently than its book value, which is the value of TrueShares that is recorded on the company's balance sheet. Investors also form their own opinion of TrueShares Structured's value that differs from its market value or its book value, called intrinsic value, which is TrueShares Structured's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because TrueShares Structured's market value can be influenced by many factors that don't directly affect TrueShares Structured's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between TrueShares Structured's value and its price as these two are different measures arrived at by different means. Investors typically determine if TrueShares Structured is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, TrueShares Structured's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.