CROBEX10 (Croatia) Performance
| CRBEX10 Index | 2,348 35.96 1.51% |
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 CROBEX10 are completely uncorrelated.
CROBEX10 Relative Risk vs. Return Landscape
If you would invest 204,196 in CROBEX10 on April 28, 2025 and sell it today you would earn a total of 30,630 from holding CROBEX10 or generate 15.0% return on investment over 90 days. CROBEX10 is generating 0.2249% of daily returns and assumes 0.7605% volatility on return distribution over the 90 days horizon. Simply put, 6% of indexs are less volatile than CROBEX10, and 96% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
CROBEX10 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for CROBEX10's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as CROBEX10, and traders can use it to determine the average amount a CROBEX10'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 = 0.2958
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.76 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.22 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.3 actual daily | 23 77% of assets perform better |
Based on monthly moving average CROBEX10 is performing at about 23% 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 CROBEX10 by adding it to a well-diversified portfolio.