Austrian Traded (Austria) Performance
| ATX Index | 4,492 16.86 0.37% |
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 Austrian Traded are completely uncorrelated.
Austrian Traded Relative Risk vs. Return Landscape
If you would invest 402,543 in Austrian Traded Index on April 24, 2025 and sell it today you would earn a total of 46,672 from holding Austrian Traded Index or generate 11.59% return on investment over 90 days. Austrian Traded Index is generating 0.177% of daily returns and assumes 0.7424% volatility on return distribution over the 90 days horizon. Simply put, 6% of indexs are less volatile than Austrian, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Austrian Traded Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Austrian Traded's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as Austrian Traded Index, and traders can use it to determine the average amount a Austrian Traded'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 = 0.2384
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ATX | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.74 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.18 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.24 actual daily | 18 82% of assets perform better |
Based on monthly moving average Austrian Traded is performing at about 18% 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 Austrian Traded by adding it to a well-diversified portfolio.