Sp 500 Financials Index Performance
| SPSY Index | 843.25 10.06 1.18% |
The entity owns a Beta (Systematic Risk) of 0.0, which indicates not very significant fluctuations relative to the market. the returns on MARKET and SP 500 are completely uncorrelated.
SP 500 Relative Risk vs. Return Landscape
If you would invest 85,182 in SP 500 Financials on November 27, 2024 and sell it today you would lose (857.00) from holding SP 500 Financials or give up 1.01% of portfolio value over 90 days. SP 500 Financials is generating negative expected returns and assumes 0.9059% volatility on return distribution over the 90 days horizon. Simply put, 8% of indexs are less volatile than SPSY, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SP 500 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SP 500's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as SP 500 Financials, and traders can use it to determine the average amount a SP 500'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 = -0.0144
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SPSY |
Estimated Market Risk
| 0.91 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average SP 500 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 SP 500 by adding SP 500 to a well-diversified portfolio.
| SP 500 Financials generated a negative expected return over the last 90 days |