OMX Copenhagen (Denmark) Performance
| OMXCPI Index | 1,495 4.12 0.28% |
The index holds a Beta of 0.0, which implies not very significant fluctuations relative to the market. the returns on MARKET and OMX Copenhagen are completely uncorrelated.
OMX Copenhagen Relative Risk vs. Return Landscape
If you would invest 177,095 in OMX Copenhagen All on October 25, 2024 and sell it today you would lose (27,590) from holding OMX Copenhagen All or give up 15.58% of portfolio value over 90 days. OMX Copenhagen All is generating negative expected returns and assumes 1.9155% volatility on return distribution over the 90 days horizon. Simply put, 17% of indexs are less volatile than OMX, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
OMX Copenhagen Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for OMX Copenhagen's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as OMX Copenhagen All, and traders can use it to determine the average amount a OMX Copenhagen'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 = -0.1399
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | OMXCPI |
Estimated Market Risk
| 1.92 actual daily | 17 83% of assets are more volatile |
Expected Return
| -0.27 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.14 actual daily | 0 Most of other assets perform better |
Based on monthly moving average OMX Copenhagen is not performing at its full potential. However, 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 OMX Copenhagen by adding OMX Copenhagen to a well-diversified portfolio.
| OMX Copenhagen All generated a negative expected return over the last 90 days |