BEL-20 INDEX (Belgium) Performance
| BFX Index | 4,228 69.39 1.67% |
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 BEL-20 INDEX are completely uncorrelated.
BEL-20 INDEX Relative Risk vs. Return Landscape
If you would invest 411,707 in BEL-20 INDEX on August 27, 2024 and sell it today you would earn a total of 11,122 from holding BEL-20 INDEX or generate 2.7% return on investment over 90 days. BEL-20 INDEX is generating 0.0435% of daily returns and assumes 0.7127% volatility on return distribution over the 90 days horizon. Simply put, 6% of indexs are less volatile than BEL-20, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
BEL-20 INDEX Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for BEL-20 INDEX's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as BEL-20 INDEX, and traders can use it to determine the average amount a BEL-20 INDEX'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 = 0.0611
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Estimated Market Risk
| 0.71 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 4 96% of assets perform better |
Based on monthly moving average BEL-20 INDEX is performing at about 4% 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 BEL-20 INDEX by adding it to a well-diversified portfolio.