Karachi 100 (Pakistan) Performance
| KSE100 Index | 101,357 1,274 1.27% |
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 Karachi 100 are completely uncorrelated.
Karachi 100 Relative Risk vs. Return Landscape
If you would invest 7,828,330 in Karachi 100 on September 1, 2024 and sell it today you would earn a total of 2,307,370 from holding Karachi 100 or generate 29.47% return on investment over 90 days. Karachi 100 is generating 0.4097% of daily returns and assumes 1.0407% volatility on return distribution over the 90 days horizon. Simply put, 9% of indexs are less volatile than Karachi, and 92% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Karachi 100 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Karachi 100's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as Karachi 100, and traders can use it to determine the average amount a Karachi 100'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 = 0.3937
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | KSE100 | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.04 actual daily | 9 91% of assets are more volatile |
Expected Return
| 0.41 actual daily | 8 92% of assets have higher returns |
Risk-Adjusted Return
| 0.39 actual daily | 31 69% of assets perform better |
Based on monthly moving average Karachi 100 is performing at about 31% 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 Karachi 100 by adding it to a well-diversified portfolio.