UBS ETF (Germany) Performance
| UIQN Etf | EUR 13.84 0.05 0.36% |
The entity has a beta of -0.13, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning UBS ETF are expected to decrease at a much lower rate. During the bear market, UBS ETF is likely to outperform the market.
Risk-Adjusted Performance
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Weak
Compared to the overall equity markets, risk-adjusted returns on investments in UBS ETF are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable basic indicators, UBS ETF is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
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UBS ETF Relative Risk vs. Return Landscape
If you would invest 1,363 in UBS ETF on September 12, 2024 and sell it today you would earn a total of 16.00 from holding UBS ETF or generate 1.17% return on investment over 90 days. UBS ETF is generating 0.0208% of daily returns assuming 0.7273% volatility of returns over the 90 days investment horizon. Simply put, 6% of all etfs have less volatile historical return distribution than UBS ETF, 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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UBS ETF Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for UBS ETF's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as UBS ETF , and traders can use it to determine the average amount a UBS ETF'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 = 0.0287
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Estimated Market Risk
| 0.73 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average UBS ETF is performing at about 2% 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 UBS ETF by adding it to a well-diversified portfolio.
About UBS ETF Performance
By analyzing UBS ETF's fundamental ratios, stakeholders can gain valuable insights into UBS ETF's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if UBS ETF 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 UBS ETF has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.