Etfs Commodity Securities Etf Performance
| ECYAF Etf | USD 6.15 0.00 0.00% |
The etf shows a Beta (market volatility) of -0.0152, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ETFS Commodity are expected to decrease at a much lower rate. During the bear market, ETFS Commodity is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days ETFS Commodity Securities has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable basic indicators, ETFS Commodity is not utilizing all of its potentials. The newest stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
| Fifty Two Week Low | 3.6000 | |
| Fifty Two Week High | 4.0500 |
ETFS |
ETFS Commodity Relative Risk vs. Return Landscape
If you would invest 642.00 in ETFS Commodity Securities on February 10, 2024 and sell it today you would lose (27.00) from holding ETFS Commodity Securities or give up 4.21% of portfolio value over 90 days. ETFS Commodity Securities is currently producing negative expected returns and takes up 0.5341% volatility of returns over 90 trading days. Put another way, 4% of traded otc etfs are less volatile than ETFS, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
ETFS Commodity Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ETFS Commodity's investment risk. Standard deviation is the most common way to measure market volatility of otc etfs, such as ETFS Commodity Securities, and traders can use it to determine the average amount a ETFS Commodity'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 = -0.127
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| Negative Returns | ECYAF |
Estimated Market Risk
| 0.53 actual daily | 4 96% of assets are more volatile |
Expected Return
| -0.07 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.13 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ETFS Commodity is not performing at its full potential. However, 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 ETFS Commodity by adding ETFS Commodity to a well-diversified portfolio.
About ETFS Commodity Performance
To evaluate ETFS Commodity Securities OTC Etf as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when ETFS Commodity generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare ETFS OTC Etf's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand ETFS Commodity Securities market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents ETFS's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.| ETFS Commodity generated a negative expected return over the last 90 days |
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in ETFS Commodity Securities. Also, note that the market value of any otc etf could be tightly coupled with the direction of predictive economic indicators such as signals in nation. Note that the ETFS Commodity Securities information on this page should be used as a complementary analysis to other ETFS Commodity's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
Please note, there is a significant difference between ETFS Commodity's value and its price as these two are different measures arrived at by different means. Investors typically determine if ETFS Commodity is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ETFS Commodity's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.