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 LandscapeIf 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 (%)
SOUR MSCI Market Risk Analysis
Sharpe Ratio = -0.5774
SOUR MSCI Relative Performance Indicators
Estimated Market Risk
Risk-Adjusted PerformanceOver the last 30 days SOUR MSCI EUR A ACC has generated negative risk-adjusted returns adding no value to investors with long positions.