Sp 100 Index Performance
| OEX Index | 3,198 35.06 1.11% |
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 100 are completely uncorrelated.
SP 100 Relative Risk vs. Return Landscape
If you would invest 289,314 in SP 100 on May 16, 2025 and sell it today you would earn a total of 30,453 from holding SP 100 or generate 10.53% return on investment over 90 days. SP 100 is generating 0.1666% of daily returns and assumes 0.701% volatility on return distribution over the 90 days horizon. Simply put, 6% of indexs are less volatile than OEX, 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 100 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SP 100's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as SP 100, and traders can use it to determine the average amount a SP 100'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 = 0.2377
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | OEX | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.7 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.17 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 SP 100 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 SP 100 by adding it to a well-diversified portfolio.