Ossiam Bloomberg (Germany) Performance
| OP8E Etf | 129.26 0.24 0.19% |
The etf holds a Beta of 0.43, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Ossiam Bloomberg's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ossiam Bloomberg is expected to be smaller as well.
Risk-Adjusted Performance
9 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in Ossiam Bloomberg Canada are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound technical and fundamental indicators, Ossiam Bloomberg is not utilizing all of its potentials. The current stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
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Ossiam Bloomberg Relative Risk vs. Return Landscape
If you would invest 12,268 in Ossiam Bloomberg Canada on September 27, 2024 and sell it today you would earn a total of 658.00 from holding Ossiam Bloomberg Canada or generate 5.36% return on investment over 90 days. Ossiam Bloomberg Canada is generating 0.0856% of daily returns and assumes 0.7386% volatility on return distribution over the 90 days horizon. Simply put, 6% of etfs are less volatile than Ossiam, 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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Ossiam Bloomberg Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ossiam Bloomberg's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Ossiam Bloomberg Canada, and traders can use it to determine the average amount a Ossiam Bloomberg'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 = 0.116
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Estimated Market Risk
| 0.74 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.09 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.12 actual daily | 9 91% of assets perform better |
Based on monthly moving average Ossiam Bloomberg is performing at about 9% 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 Ossiam Bloomberg by adding it to a well-diversified portfolio.