BetaShares Geared U.S. Equity Fund - Currency Hedg chart

Last update: 2021-02-19
Key statistics and financials
Revenue per share N/A
Dividend & YieldN/A$ (N/A)
Beta N/A
Market capitalization N/A
Operating cash flow N/A
ESG Scores 22.0

Company description

Sector: N/A - Industry: N/A

Financial data

Diluted earning per share

Net income vs Operating income

Asset vs Liabilities

Similar Companies
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Financial Statements

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Insider Transactions

Here are the insider transactions of stock shares related to BetaShares Geared U.S. Equity Fund - Currency Hedg:

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page


Investment strategy backtesting

These are the result of three automatic investment systems applied to BetaShares Geared U.S. Equity Fund - Currency Hedg. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on BetaShares Geared U.S. Equity Fund - Currency Hedg

Here is the result of two systematic investment strategies applied to BetaShares Geared U.S. Equity Fund - Currency Hedg. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on BetaShares Geared U.S. Equity Fund - Currency Hedg

The following chart shows the equity curve of the two systematic investment strategies applied to BetaShares Geared U.S. Equity Fund - Currency Hedg:

BetaShares Geared U.S. Equity Fund - Currency Hedg automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 72.71% on the backtest period.

Performance at glance

Performance

72.71 %

Latent gain

1615.1 $

Invested capital

2221.3 $

Annualized return

17.73 %
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Momentum strategy results on BetaShares Geared U.S. Equity Fund - Currency Hedg

This is the result of two momentum investment strategies applied to BetaShares Geared U.S. Equity Fund - Currency Hedg. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on BetaShares Geared U.S. Equity Fund - Currency Hedg

The following chart shows all the entries opened by the momentum investment system on BetaShares Geared U.S. Equity Fund - Currency Hedg:

BetaShares Geared U.S. Equity Fund - Currency Hedg momentum entries
  • The first momentum investment strategy would give 75.5% of return on BetaShares Geared U.S. Equity Fund - Currency Hedg. That represents 2445.88$ of latent gain with 3239.72$ of employed capital.
  • The second momentum investment strategy would give 70.15% of return on BetaShares Geared U.S. Equity Fund - Currency Hedg. That represents 2446.49$ of latent gain with 3487.51$ of employed capital.
Performance at glance (1Q Momentum)

Performance

75.5 %

Latent gain

2445.88 $

Invested capital

3239.72 $

Annualized return

28.1 %
Performance at glance (2Q Momentum)

Performance

70.15 %

Latent gain

2446.49 $

Invested capital

3487.51 $

Annualized return

19.38 %

Momentum equity curve on BetaShares Geared U.S. Equity Fund - Currency Hedg

The following chart shows the equity curve of the two momentum strategies applied to BetaShares Geared U.S. Equity Fund - Currency Hedg:

BetaShares Geared U.S. Equity Fund - Currency Hedg momentum equity

Note: the dividends potentially given by BetaShares Geared U.S. Equity Fund - Currency Hedg are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on BetaShares Geared U.S. Equity Fund - Currency Hedg

The following chart shows the employed capital evolution of the two momentum strategies on BetaShares Geared U.S. Equity Fund - Currency Hedg since the beginning:

BetaShares Geared U.S. Equity Fund - Currency Hedg

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Buy the dip strategy result on BetaShares Geared U.S. Equity Fund - Currency Hedg

Buy the dip entry openings on BetaShares Geared U.S. Equity Fund - Currency Hedg

BetaShares Geared U.S. Equity Fund - Currency Hedg

The performance achieved by the robo-advisor on BetaShares Geared U.S. Equity Fund - Currency Hedg is 59.02%. That represents 450.72$ of latent gain with 763.68$ of employed capital. The following chart shows BetaShares Geared U.S. Equity Fund - Currency Hedg stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of BetaShares Geared U.S. Equity Fund - Currency Hedg, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

59.02 %

Latent gain

450.72 $

Invested capital

763.68 $

Annualized return

28.1 %

Equity curve of the strategy applied to BetaShares Geared U.S. Equity Fund - Currency Hedg

The following chart shows the result of the investment strategy applied to BetaShares Geared U.S. Equity Fund - Currency Hedg:

BetaShares Geared U.S. Equity Fund - Currency Hedg

Note: the dividends potentially given by BetaShares Geared U.S. Equity Fund - Currency Hedg are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on BetaShares Geared U.S. Equity Fund - Currency Hedg

The following chart shows the employed capital evolution since the beginning of the investment strategy on BetaShares Geared U.S. Equity Fund - Currency Hedg:

BetaShares Geared U.S. Equity Fund - Currency Hedg

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Investment strategies comparison on BetaShares Geared U.S. Equity Fund - Currency Hedg

In this section, I will compare the three previous investment strategies applied to BetaShares Geared U.S. Equity Fund - Currency Hedg.

Equity curve comparison on BetaShares Geared U.S. Equity Fund - Currency Hedg

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

BetaShares Geared U.S. Equity Fund - Currency Hedg investment strategy comparison

Employed capital comparison on BetaShares Geared U.S. Equity Fund - Currency Hedg

BetaShares Geared U.S. Equity Fund - Currency Hedg investment comparison

Performance comparison on BetaShares Geared U.S. Equity Fund - Currency Hedg

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 72.71% 1615.1$ 2221.3$ 17.73%
Momentum 1 quarter 75.5% 2445.88$ 3239.72$ 19.56%
Momentum 2 quarters 70.15% 2446.49$ 3487.51$ 19.38%
Non-directional 59.02% 450.72$ 763.68$ 28.1%
Annualized return comparison

Automatic investment

17.73 %

Momentum 1Q

19.38 %

Momentum 2Q

19.38 %

Non-directional

28.1 %

Correlated stocks

Here are the most positively and negatively correlated stocks with BetaShares Geared U.S. Equity Fund - Currency Hedg:

Positive correlations

Most correlated stocks this year


Most correlated stocks last 3 months

Negative correlation

Most negatively correlated stocks this year


Most negatively correlated stocks last 3 months

Note: The algorithm computes the probability of correlation between BetaShares Geared U.S. Equity Fund - Currency Hedg and the other stocks. There may be false positives or some missing correlated stocks. If the price of BetaShares Geared U.S. Equity Fund - Currency Hedg does not vary for 36 weeks, the correlation calculation result will be wrong.


Company information

Company name BetaShares Geared U.S. Equity Fund - Currency Hedg
Country
City
Address
Phone
Website
FullTime employees
Industry
Sector
Exchange XASX
Ticker GGUS.XASX
Market www2.asx.com.au

BetaShares Geared U.S. Equity Fund - Currency Hedg ESG Scores

Environment scores

Environment ESG Factors Scores
Environment Score 3.7
Peer Environment Performance 3.9785714285714
Environment Percentile unknown
Palm Oil unknown
Nuclear unknown
Fur Leather unknown
GMO unknown
Coal unknown
Pesticides unknown
Animal Testing unknown

Social scores

Social ESG Factors Scores
Social Score 10.4
Peer Social Performance 10.038571428571
Social Percentile unknown
Highest Controversy unknown
Peer Highest Controversy Performance unknown
Adult unknown
Gambling unknown
Alcoholic unknown
Tobacco unknown
Catholic unknown
Controversial Weapons unknown
Small Arms unknown
Military Contract unknown
Peer Count yes

Related Controversy:


Governance scores

Governance ESG Factors Scores
Governance Score 7.9
Peer Governance Performance 7.7142857142857
Governance Percentile unknown

ESG at glance
Total ESG Scores: 22.0
Environment Score: 3.7
Social Score: 10.4
Governance Score: 7.9

ESG Performance: AVG_PERF

Peer Group: Australia Fund Equity World - Currency Hedged

Peer Esg Score Performance: 22.637142857143

Rating Year: 2020

Rating Month: 12

Max Age: 86400

Percentile: unknown