SOUR MSCI (Germany) Performance

EMSV -- Germany ETF  

EUR 199.30  0.60  0.30%

The entity has beta of 0.1768 which indicates as returns on market increase, SOUR MSCI returns are expected to increase less than the market. However during bear market, the loss on holding SOUR MSCI will be expected to be smaller as well.. Even though it is essential to pay attention to SOUR MSCI EUR current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards measuring future performance of any etf is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. SOUR MSCI EUR A ACC exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

SOUR MSCI EUR Relative Risk vs. Return Landscape

If you would invest  20,950  in SOUR MSCI EUR A ACC on November 18, 2018 and sell it today you would lose (1,020)  from holding SOUR MSCI EUR A ACC or give up 4.87% of portfolio value over 30 days. SOUR MSCI EUR A ACC is producing return of less than zero assuming 2.8109% volatility of returns over the 30 days investment horizon. Simply put, 25% of all equities have less volatile historical return distribution than SOUR MSCI EUR A ACC and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, SOUR MSCI EUR A ACC is expected to under-perform the market. In addition to that, the company is 2.11 times more volatile than its market benchmark. It trades about -0.58 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.13 per unit of volatility.

SOUR MSCI Market Risk Analysis

Sharpe Ratio = -0.5774
Good Returns
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Negative ReturnsEMSV

SOUR MSCI Relative Performance Indicators

Estimated Market Risk
  actual daily
 25 %
of total potential
Expected Return
  actual daily
 0 %
of total potential
Risk-Adjusted Return
  actual daily
 0 %
of total potential
Based on monthly moving average SOUR MSCI is performing at about 0% 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 SOUR MSCI by adding it to a well-diversified portfolio.

SOUR MSCI Performance Rating

SOUR MSCI EUR A ACC Risk Adjusted Performance Analysis


Risk-Adjusted Performance

Over the last 30 days SOUR MSCI EUR A ACC has generated negative risk-adjusted returns adding no value to investors with long positions.


Equity Alerts and Improvement Suggestions

SOUR MSCI EUR is not yet fully synchronised with the market data
SOUR MSCI EUR generates negative expected return over the last 30 days
Additionally see Investing Opportunities. Please also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.