China Securities (China) Performance
| 000906 Index | 4,176 143.11 3.31% |
The index shows a Beta (market volatility) of 0.0, which signifies not very significant fluctuations relative to the market. the returns on MARKET and China Securities are completely uncorrelated.
China Securities Relative Risk vs. Return Landscape
If you would invest 351,553 in China Securities 800 on August 26, 2024 and sell it today you would earn a total of 65,999 from holding China Securities 800 or generate 18.77% return on investment over 90 days. China Securities 800 is generating 0.3182% of daily returns and assumes 2.3253% volatility on return distribution over the 90 days horizon. Simply put, 20% of indexs are less volatile than China, and 94% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
China Securities Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for China Securities' investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as China Securities 800, and traders can use it to determine the average amount a China Securities' 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 = 0.1369
| Best Portfolio | Best Equity | |||
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| Small Returns | 000906 | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 2.33 actual daily | 20 80% of assets are more volatile |
Expected Return
| 0.32 actual daily | 6 94% of assets have higher returns |
Risk-Adjusted Return
| 0.14 actual daily | 10 90% of assets perform better |
Based on monthly moving average China Securities is performing at about 10% 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 China Securities by adding it to a well-diversified portfolio.