Alt5 Sigma Etf Performance
| ALTS Etf | USD 7.08 0.02 0.28% |
The etf shows a Beta (market volatility) of -1.41, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning ALT5 Sigma are expected to decrease by larger amounts. On the other hand, during market turmoil, ALT5 Sigma is expected to outperform it.
Risk-Adjusted Performance
Insignificant
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in ALT5 Sigma are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively weak basic indicators, ALT5 Sigma unveiled solid returns over the last few months and may actually be approaching a breakup point. ...more
| Begin Period Cash Flow | 5000.00 | |
| Total Cashflows From Investing Activities | 5.9 M |
ALT5 Sigma Relative Risk vs. Return Landscape
If you would invest 643.00 in ALT5 Sigma on April 28, 2025 and sell it today you would earn a total of 65.00 from holding ALT5 Sigma or generate 10.11% return on investment over 90 days. ALT5 Sigma is currently generating 0.3591% in daily expected returns and assumes 6.5579% risk (volatility on return distribution) over the 90 days horizon. In different words, 58% of etfs are less volatile than ALT5, and 93% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
ALT5 Sigma Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ALT5 Sigma's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as ALT5 Sigma, and traders can use it to determine the average amount a ALT5 Sigma'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 = 0.0548
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 6.56 actual daily | 58 58% of assets are less volatile |
Expected Return
| 0.36 actual daily | 7 93% of assets have higher returns |
Risk-Adjusted Return
| 0.05 actual daily | 4 96% of assets perform better |
Based on monthly moving average ALT5 Sigma 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 ALT5 Sigma by adding it to a well-diversified portfolio.
ALT5 Sigma Fundamentals Growth
ALT5 Etf prices reflect investors' perceptions of the future prospects and financial health of ALT5 Sigma, and ALT5 Sigma 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 ALT5 Etf performance.
| Return On Equity | -0.66 | ||||
| Return On Asset | -0.0834 | ||||
| Operating Margin | (1.34) % | ||||
| Current Valuation | 41.49 M | ||||
| Shares Outstanding | 13.49 M | ||||
| Price To Earning | 19.51 X | ||||
| Price To Book | 1.96 X | ||||
| Price To Sales | 12.75 X | ||||
| Revenue | 12.53 M | ||||
| EBITDA | (4.97 M) | ||||
| Total Debt | 13.07 M | ||||
| Book Value Per Share | 0.51 X | ||||
| Cash Flow From Operations | 1.78 M | ||||
| Earnings Per Share | (4.28) X | ||||
| Total Asset | 82.44 M | ||||
| Retained Earnings | (56.88 M) | ||||
About ALT5 Sigma Performance
Assessing ALT5 Sigma's fundamental ratios provides investors with valuable insights into ALT5 Sigma's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the ALT5 Sigma is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
The fund is a fund of ETFs and seeks to achieve its investment objective by investing primarily in the underlying ETFs. ProShares Morningstar is traded on BTS Exchange in the United States.| ALT5 Sigma had very high historical volatility over the last 90 days | |
| The company reported the previous year's revenue of 12.53 M. Net Loss for the year was (6.25 M) with profit before overhead, payroll, taxes, and interest of 0. | |
| The fund holds 87.97% of its assets under management (AUM) in equities |
Other Information on Investing in ALT5 Etf
ALT5 Sigma financial ratios help investors to determine whether ALT5 Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in ALT5 with respect to the benefits of owning ALT5 Sigma security.