Valued Advisers Trust Etf Performance
| MBSF Etf | 25.40 0.08 0.31% |
The entity has a beta of 0.0212, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Valued Advisers' returns are expected to increase less than the market. However, during the bear market, the loss of holding Valued Advisers is expected to be smaller as well.
Risk-Adjusted Performance
Modest
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Valued Advisers Trust are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable basic indicators, Valued Advisers is not utilizing all of its potentials. The latest stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
Valued Advisers Relative Risk vs. Return Landscape
If you would invest 2,516 in Valued Advisers Trust on April 21, 2025 and sell it today you would earn a total of 24.00 from holding Valued Advisers Trust or generate 0.95% return on investment over 90 days. Valued Advisers Trust is currently generating 0.0152% in daily expected returns and assumes 0.1866% risk (volatility on return distribution) over the 90 days horizon. In different words, 1% of etfs are less volatile than Valued, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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Valued Advisers Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Valued Advisers' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Valued Advisers Trust, and traders can use it to determine the average amount a Valued Advisers' 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 = 0.0817
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Estimated Market Risk
| 0.19 actual daily | 1 99% of assets are more volatile |
Expected Return
| 0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 6 94% of assets perform better |
Based on monthly moving average Valued Advisers is performing at about 6% 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 Valued Advisers by adding it to a well-diversified portfolio.
About Valued Advisers Performance
By analyzing Valued Advisers' fundamental ratios, stakeholders can gain valuable insights into Valued Advisers' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Valued Advisers has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Valued Advisers has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.