Flexshares Etf Performance

NFRA
 Etf
  

USD 53.83  0.02  0.0372%   

The etf shows a Beta (market volatility) of 0.7503, which means possible diversification benefits within a given portfolio. Let's try to break down what Flexshares's beta means in this case. As returns on the market increase, Flexshares Global returns are expected to increase less than the market. However, during the bear market, the loss on holding Flexshares Global will be expected to be smaller as well. Although it is important to respect Flexshares Global Broad historical returns, it is better to be realistic regarding the information on the equity's current trending patterns. The philosophy towards predicting future performance of any etf is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By reviewing Flexshares Global Broad technical indicators, you can presently evaluate if the expected return of 0.0592% will be sustainable into the future.
  
Flexshares Performance
4 of 100
Compared to the overall equity markets, risk-adjusted returns on investments in Flexshares Global Broad are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, Flexshares Global is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more

Flexshares Price Channel

Fifty Two Week Low49.48
Fifty Two Week High59.82

Flexshares Global Relative Risk vs. Return Landscape

If you would invest  5,207  in Flexshares Global Broad on May 12, 2022 and sell it today you would earn a total of  176.00  from holding Flexshares Global Broad or generate 3.38% return on investment over 90 days. Flexshares Global Broad is currently generating 0.0592% in daily expected returns and assumes 1.0589% risk (volatility on return distribution) over the 90 days horizon. In different words, 9% 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.
  Daily Expected Return (%)  
       Risk (%)  
Given the investment horizon of 90 days Flexshares Global is expected to generate 1.03 times less return on investment than the market. But when comparing it to its historical volatility, the company is 1.2 times less risky than the market. It trades about 0.06 of its potential returns per unit of risk. The DOW is currently generating roughly 0.05 of returns per unit of risk over similar time horizon.

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 Broad, 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 = 0.0559

Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashNFRAAverage
Risk
High
Risk
Huge
Risk
Negative Returns
Estimated Market Risk
 1.06
  actual daily
 
 9 %
of total potential
 
99
Expected Return
 0.06
  actual daily
 
 1 %
of total potential
 
11
Risk-Adjusted Return
 0.06
  actual daily
 
 4 %
of total potential
 
44
Based on monthly moving average Flexshares Global is performing at about 4% 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 Global by adding it to a well-diversified portfolio.

About Flexshares Global Performance

To evaluate Flexshares Global Broad 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 Broad stock market performance in a much more refined way. At Macroaxis, we take it even further. 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 reflects the performance of a selection of companies that, in aggregate, offer broad exposure to publicly-traded developed- and emerging-market infrastructure companies, including U.S. companies, as defined by STOXX Ltd. Flexshares Global is traded on NYSEArca Exchange in the United States.

Things to note about Flexshares Global Broad

Checking the ongoing alerts about Flexshares Global for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Flexshares Global Broad help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

Flexshares Global Alerts

Equity Alerts and Improvement Suggestions

On 24th of June 2022 Flexshares Global paid $ 0.4618 per share dividend to its current shareholders
The fund maintains 99.46% of its assets in stocks
Additionally, see Stocks Correlation. Note that the Flexshares Global Broad information on this page should be used as a complementary analysis to other Flexshares Global'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 Transaction History module to view history of all your transactions and understand their impact on performance.

Complementary Tools for Flexshares Etf analysis

When running Flexshares Global Broad price analysis, check to measure Flexshares Global's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Flexshares Global is operating at the current time. Most of Flexshares Global's value examination focuses on studying past and present price action to predict the probability of Flexshares Global's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Flexshares Global's price. Additionally, you may evaluate how the addition of Flexshares Global to your portfolios can decrease your overall portfolio volatility.
Watchlist Optimization
Optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm
Go
Sync Your Broker
Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors.
Go
Price Ceiling Movement
Calculate and plot Price Ceiling Movement for different equity instruments
Go
Fundamentals Comparison
Compare fundamentals across multiple equities to find investing opportunities
Go
Equity Forecasting
Use basic forecasting models to generate price predictions and determine price momentum
Go
Commodity Channel Index
Use Commodity Channel Index to analyze current equity momentum
Go
The market value of Flexshares Global Broad 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 Flexshares Global value 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.