SBF 120 (Netherlands) Performance
| PX4GR Index | 16,203 156.45 0.97% |
The entity has a beta of 0.0, which indicates not very significant fluctuations relative to the market. the returns on MARKET and SBF 120 are completely uncorrelated.
SBF 120 Relative Risk vs. Return Landscape
If you would invest 1,584,734 in SBF 120 Gross on October 22, 2024 and sell it today you would earn a total of 35,579 from holding SBF 120 Gross or generate 2.25% return on investment over 90 days. SBF 120 Gross is generating 0.0392% of daily returns and assumes 0.8315% volatility on return distribution over the 90 days horizon. Simply put, 7% of indexs are less volatile than SBF, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SBF 120 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SBF 120's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as SBF 120 Gross, and traders can use it to determine the average amount a SBF 120'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 = 0.0472
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Estimated Market Risk
| 0.83 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.05 actual daily | 3 97% of assets perform better |
Based on monthly moving average SBF 120 is performing at about 3% 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 SBF 120 by adding it to a well-diversified portfolio.