LS 1x (UK) Performance
| NIO Etf | 46.52 0.00 0.00% |
The etf owns a Beta (Systematic Risk) of 95.0, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, LS 1x will likely underperform.
Risk-Adjusted Performance
16 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in LS 1x NIO are ranked lower than 16 (%) of all global equities and portfolios over the last 90 days. In spite of rather uncertain technical and fundamental indicators, LS 1x exhibited solid returns over the last few months and may actually be approaching a breakup point. ...more
NIO |
LS 1x Relative Risk vs. Return Landscape
If you would invest 4,315 in LS 1x NIO on September 23, 2024 and sell it today you would earn a total of 337.00 from holding LS 1x NIO or generate 7.81% return on investment over 90 days. LS 1x NIO is generating 45.4483% of daily returns and assumes 223.2071% volatility on return distribution over the 90 days horizon. Simply put, majority of traded equity instruments are less risky than NIO on the basis of their historical return distribution, and most equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
LS 1x Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for LS 1x's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as LS 1x NIO, and traders can use it to determine the average amount a LS 1x'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 = 0.2036
| Best Portfolio | Best Equity | NIO | ||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 223.21 actual daily | 96 96% of assets are less volatile |
Expected Return
| 5.01 actual daily | 96 96% of assets have lower returns |
Risk-Adjusted Return
| 0.2 actual daily | 16 84% of assets perform better |
Based on monthly moving average LS 1x 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 LS 1x by adding it to a well-diversified portfolio.
| LS 1x NIO is not yet fully synchronised with the market data | |
| LS 1x NIO is way too risky over 90 days horizon | |
| LS 1x NIO appears to be risky and price may revert if volatility continues |