Satrix MSCI (South Africa) Performance
| STXWDM Etf | 9,883 56.00 0.56% |
The entity has a beta of 0.25, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Satrix MSCI's returns are expected to increase less than the market. However, during the bear market, the loss of holding Satrix MSCI is expected to be smaller as well.
Risk-Adjusted Performance
7 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in Satrix MSCI World are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, Satrix MSCI is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
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Satrix MSCI Relative Risk vs. Return Landscape
If you would invest 934,300 in Satrix MSCI World on September 1, 2024 and sell it today you would earn a total of 54,000 from holding Satrix MSCI World or generate 5.78% return on investment over 90 days. Satrix MSCI World is generating 0.0919% of daily returns and assumes 0.9072% volatility on return distribution over the 90 days horizon. Simply put, 8% of etfs are less volatile than Satrix, 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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Satrix MSCI Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Satrix MSCI's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Satrix MSCI World, and traders can use it to determine the average amount a Satrix MSCI'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 = 0.1013
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Estimated Market Risk
| 0.91 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.09 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 7 93% of assets perform better |
Based on monthly moving average Satrix MSCI is performing at about 7% 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 Satrix MSCI by adding it to a well-diversified portfolio.