Flexshares Global Quality Etf Performance
| GQRE Etf | USD 53.87 0.10 0.19% |
The etf shows a Beta (market volatility) of 1.24, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, FlexShares Global will likely underperform.
Risk-Adjusted Performance
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Over the last 90 days FlexShares Global Quality has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound basic indicators, FlexShares Global is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
| In Threey Sharp Ratio | -0.02 |
FlexShares |
FlexShares Global Relative Risk vs. Return Landscape
If you would invest 5,410 in FlexShares Global Quality on January 25, 2024 and sell it today you would lose (23.00) from holding FlexShares Global Quality or give up 0.43% of portfolio value over 90 days. FlexShares Global Quality is currently does not generate positive expected returns and assumes 0.9499% risk (volatility on return distribution) over the 90 days horizon. In different words, 8% of etfs are less volatile than FlexShares, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
FlexShares Global Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for FlexShares Global's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as FlexShares Global Quality, and traders can use it to determine the average amount a FlexShares Global'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 = -0.0024
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Estimated Market Risk
| 0.95 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 actual daily | 0 Most of other assets perform better |
Based on monthly moving average FlexShares Global 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 FlexShares Global by adding FlexShares Global to a well-diversified portfolio.
FlexShares Global Fundamentals Growth
FlexShares Etf prices reflect investors' perceptions of the future prospects and financial health of FlexShares Global, and FlexShares Global fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on FlexShares Etf performance.
| Price To Earning | 16.73 X | |||
| Price To Book | 1.31 X | |||
| Price To Sales | 4.05 X | |||
| Total Asset | 318.77 M | |||
About FlexShares Global Performance
To evaluate FlexShares Global Quality 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 FlexShares Global 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 FlexShares 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 FlexShares Global Quality market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents FlexShares'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.The index is designed to reflect the performance of a selection of companies that, in aggregate, possess greater exposure to quality, value and momentum factors relative to the Northern Trust Global Real Estate Index. Flexshares Global is traded on NYSEARCA Exchange in the United States.| FlexShares Global generated a negative expected return over the last 90 days | |
| FlexShares Global Quality created five year return of 0.0% | |
| This fund retains 97.36% of its assets under management (AUM) in equities |
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in FlexShares Global Quality. Also, note that the market value of any etf could be tightly coupled with the direction of predictive economic indicators such as signals in metropolitan statistical area. You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
The market value of FlexShares Global Quality is measured differently than its book value, which is the value of FlexShares that is recorded on the company's balance sheet. Investors also form their own opinion of FlexShares Global's value that differs from its market value or its book value, called intrinsic value, which is FlexShares Global's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because FlexShares Global's market value can be influenced by many factors that don't directly affect FlexShares Global's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between FlexShares Global's value and its price as these two are different measures arrived at by different means. Investors typically determine if FlexShares Global is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FlexShares Global'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.