Taiwan Weighted (Taiwan) Performance

TWII Index   23,319  330.75  1.44%   
The entity has a beta of 0.0, which indicates not very significant fluctuations relative to the market. the returns on MARKET and Taiwan Weighted are completely uncorrelated.

Taiwan Weighted Relative Risk vs. Return Landscape

If you would invest  1,987,273  in Taiwan Weighted on April 25, 2025 and sell it today you would earn a total of  344,594  from holding Taiwan Weighted or generate 17.34% return on investment over 90 days. Taiwan Weighted is generating 0.2633% of daily returns and assumes 1.0168% volatility on return distribution over the 90 days horizon. Simply put, 9% of indexs are less volatile than Taiwan, and 95% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days trading horizon Taiwan Weighted is expected to generate 1.31 times more return on investment than the market. However, the company is 1.31 times more volatile than its market benchmark. It trades about 0.26 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.25 per unit of risk.

Taiwan Weighted Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Taiwan Weighted's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as Taiwan Weighted, and traders can use it to determine the average amount a Taiwan Weighted'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 = 0.259

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Estimated Market Risk

 1.02
  actual daily
9
91% of assets are more volatile

Expected Return

 0.26
  actual daily
5
95% of assets have higher returns

Risk-Adjusted Return

 0.26
  actual daily
20
80% of assets perform better
Based on monthly moving average Taiwan Weighted is performing at about 20% 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 Taiwan Weighted by adding it to a well-diversified portfolio.