Pgim Large Cap Buffer Etf Performance
| PBSE Etf | 26.75 0.09 0.34% |
The etf holds a Beta of 0.34, which implies possible diversification benefits within a given portfolio. As returns on the market increase, PGIM Large's returns are expected to increase less than the market. However, during the bear market, the loss of holding PGIM Large is expected to be smaller as well.
Risk-Adjusted Performance
17 of 100
Weak | Strong |
Solid
Compared to the overall equity markets, risk-adjusted returns on investments in PGIM Large Cap Buffer are ranked lower than 17 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound basic indicators, PGIM Large is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
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PGIM Large Relative Risk vs. Return Landscape
If you would invest 2,567 in PGIM Large Cap Buffer on September 1, 2024 and sell it today you would earn a total of 108.00 from holding PGIM Large Cap Buffer or generate 4.21% return on investment over 90 days. PGIM Large Cap Buffer is currently generating 0.0648% in daily expected returns and assumes 0.2949% risk (volatility on return distribution) over the 90 days horizon. In different words, 2% of etfs are less volatile than PGIM, and 99% 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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PGIM Large Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for PGIM Large's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as PGIM Large Cap Buffer, and traders can use it to determine the average amount a PGIM Large'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 = 0.2199
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Estimated Market Risk
| 0.29 actual daily | 2 98% of assets are more volatile |
Expected Return
| 0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.22 actual daily | 17 83% of assets perform better |
Based on monthly moving average PGIM Large is performing at about 17% 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 PGIM Large by adding it to a well-diversified portfolio.
About PGIM Large Performance
By analyzing PGIM Large's fundamental ratios, stakeholders can gain valuable insights into PGIM Large's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if PGIM Large 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 PGIM Large has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
PGIM Large is entity of United States. It is traded as Etf on BATS exchange.