KOSPI 200 (Korea) Performance
| KOSPI200 | 584.21 0.43 0.07% |
The index secures a Beta (Market Risk) of 0.0, which conveys not very significant fluctuations relative to the market. the returns on MARKET and KOSPI 200 are completely uncorrelated.
KOSPI 200 Relative Risk vs. Return Landscape
If you would invest 47,522 in KOSPI 200 on September 27, 2025 and sell it today you would earn a total of 10,899 from holding KOSPI 200 or generate 22.93% return on investment over 90 days. KOSPI 200 is generating 0.3618% of daily returns and assumes 1.8598% volatility on return distribution over the 90 days horizon. Simply put, 16% of indexs are less volatile than KOSPI, and 93% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
KOSPI 200 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for KOSPI 200's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as KOSPI 200, and traders can use it to determine the average amount a KOSPI 200'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 = 0.1945
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 1.86 actual daily | 16 84% of assets are more volatile |
Expected Return
| 0.36 actual daily | 7 93% of assets have higher returns |
Risk-Adjusted Return
| 0.19 actual daily | 15 85% of assets perform better |
Based on monthly moving average KOSPI 200 is performing at about 15% 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 KOSPI 200 by adding it to a well-diversified portfolio.