KODEX SP500TR (Korea) Performance
| 379800 Etf | 19,720 15.00 0.08% |
The etf secures a Beta (Market Risk) of 0.35, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, KODEX SP500TR's returns are expected to increase less than the market. However, during the bear market, the loss of holding KODEX SP500TR is expected to be smaller as well.
Risk-Adjusted Performance
13 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in KODEX SP500TR are ranked lower than 13 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, KODEX SP500TR may actually be approaching a critical reversion point that can send shares even higher in February 2025. ...more
KODEX |
KODEX SP500TR Relative Risk vs. Return Landscape
If you would invest 1,797,500 in KODEX SP500TR on October 12, 2024 and sell it today you would earn a total of 174,500 from holding KODEX SP500TR or generate 9.71% return on investment over 90 days. KODEX SP500TR is generating 0.1563% of daily returns and assumes 0.9375% volatility on return distribution over the 90 days horizon. Simply put, 8% of etfs are less volatile than KODEX, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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KODEX SP500TR Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for KODEX SP500TR's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as KODEX SP500TR, and traders can use it to determine the average amount a KODEX SP500TR'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 = 0.1667
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | 379800 | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.94 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.16 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.17 actual daily | 13 87% of assets perform better |
Based on monthly moving average KODEX SP500TR is performing at about 13% 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 KODEX SP500TR by adding it to a well-diversified portfolio.