Flexshares Quality Dividend Etf Performance
| QDEF Etf | USD 64.16 0.56 0.88% |
The etf shows a Beta (market volatility) of 0.87, which means possible diversification benefits within a given portfolio. FlexShares Quality returns are very sensitive to returns on the market. As the market goes up or down, FlexShares Quality is expected to follow.
Risk-Adjusted Performance
6 of 100
Weak | Strong |
Modest
Compared to the overall equity markets, risk-adjusted returns on investments in FlexShares Quality Dividend are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable technical and fundamental indicators, FlexShares Quality is not utilizing all of its potentials. The latest stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
1 | Is FlexShares Quality Dividend Defensive ETF a Strong ETF Right Now | 05/01/2024 |
2 | QDEF FlexShares Defensive Dividend ETF Fails To Stand Out - Seeking Alpha | 05/30/2024 |
FlexShares |
FlexShares Quality Relative Risk vs. Return Landscape
If you would invest 6,225 in FlexShares Quality Dividend on March 5, 2024 and sell it today you would earn a total of 191.00 from holding FlexShares Quality Dividend or generate 3.07% return on investment over 90 days. FlexShares Quality Dividend is currently generating 0.0498% in daily expected returns and assumes 0.5998% risk (volatility on return distribution) over the 90 days horizon. In different words, 5% 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 Quality Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for FlexShares Quality's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as FlexShares Quality Dividend, and traders can use it to determine the average amount a FlexShares Quality'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 = 0.083
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | QDEF |
Estimated Market Risk
| 0.6 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 6 94% of assets perform better |
Based on monthly moving average FlexShares Quality is performing at about 6% 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 FlexShares Quality by adding it to a well-diversified portfolio.
FlexShares Quality Fundamentals Growth
FlexShares Etf prices reflect investors' perceptions of the future prospects and financial health of FlexShares Quality, and FlexShares Quality 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 | 18.12 X | |||
| Price To Book | 2.78 X | |||
| Price To Sales | 1.35 X | |||
| Total Asset | 320.61 M | |||
About FlexShares Quality Performance
To evaluate FlexShares 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 Quality 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 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 underlying index is designed to reflect the performance of a selection of companies that, in aggregate, possess greater financial strength and stability characteristics relative to the Northern Trust 1250 Index, a float-adjusted market-capitalization weighted index of U.S. domiciled large- and mid-capitalization companies. Flexshares Quality is traded on NYSEARCA Exchange in the United States.| Latest headline from news.google.com: QDEF FlexShares Defensive Dividend ETF Fails To Stand Out - Seeking Alpha | |
| The fund maintains 98.86% of its assets in stocks |
Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in FlexShares Quality Dividend. Also, note that the market value of any etf could be tightly coupled with the direction of predictive economic indicators such as signals in income. Note that the FlexShares Quality information on this page should be used as a complementary analysis to other FlexShares Quality'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 Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
The market value of FlexShares 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 Quality's value that differs from its market value or its book value, called intrinsic value, which is FlexShares Quality'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 Quality's market value can be influenced by many factors that don't directly affect FlexShares Quality'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 Quality's value and its price as these two are different measures arrived at by different means. Investors typically determine if FlexShares Quality is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FlexShares Quality'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.