Sp Midcap 400 Index Performance
| MID Index | 3,189 28.88 0.90% |
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 Midcap are completely uncorrelated.
SP Midcap Relative Risk vs. Return Landscape
If you would invest 284,282 in SP Midcap 400 on April 27, 2025 and sell it today you would earn a total of 34,656 from holding SP Midcap 400 or generate 12.19% return on investment over 90 days. SP Midcap 400 is generating 0.1904% of daily returns and assumes 0.9755% volatility on return distribution over the 90 days horizon. Simply put, 8% of indexs are less volatile than MID, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SP Midcap Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SP Midcap's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as SP Midcap 400, and traders can use it to determine the average amount a SP Midcap'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 = 0.1952
| Best Portfolio | Best Equity | |||
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| Small Returns | MID | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.98 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.19 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.2 actual daily | 15 85% of assets perform better |
Based on monthly moving average SP Midcap is performing at about 15% 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 SP Midcap by adding it to a well-diversified portfolio.