KSM Mutual (Israel) Performance
| KSM-F86 Etf | 3,426 3.63 0.11% |
The etf secures a Beta (Market Risk) of 0.0736, which conveys not very significant fluctuations relative to the market. As returns on the market increase, KSM Mutual's returns are expected to increase less than the market. However, during the bear market, the loss of holding KSM Mutual is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days KSM Mutual Funds has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong technical and fundamental indicators, KSM Mutual is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
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KSM Mutual Relative Risk vs. Return Landscape
If you would invest 344,755 in KSM Mutual Funds on January 25, 2024 and sell it today you would lose (2,199) from holding KSM Mutual Funds or give up 0.64% of portfolio value over 90 days. KSM Mutual Funds is generating negative expected returns and assumes 0.1952% volatility on return distribution over the 90 days horizon. Simply put, 1% of etfs are less volatile than KSM, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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KSM Mutual Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for KSM Mutual's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as KSM Mutual Funds, and traders can use it to determine the average amount a KSM Mutual'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 = -0.0659
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| Negative Returns | KSM-F86 |
Estimated Market Risk
| 0.2 actual daily | 1 99% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.07 actual daily | 0 Most of other assets perform better |
Based on monthly moving average KSM Mutual 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 KSM Mutual by adding KSM Mutual to a well-diversified portfolio.
| KSM Mutual Funds generated a negative expected return over the last 90 days |
Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any etf could be tightly coupled with the direction of predictive economic indicators such as signals in census. Note that the KSM Mutual Funds information on this page should be used as a complementary analysis to other KSM Mutual'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 Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.