AMS Small (Netherlands) Performance
| ASCX Index | 1,406 4.76 0.34% |
The index shows a Beta (market volatility) of 0.0, which signifies not very significant fluctuations relative to the market. the returns on MARKET and AMS Small are completely uncorrelated.
AMS Small Relative Risk vs. Return Landscape
If you would invest 123,736 in AMS Small Cap on December 23, 2024 and sell it today you would earn a total of 16,840 from holding AMS Small Cap or generate 13.61% return on investment over 90 days. AMS Small Cap is generating 0.2075% of daily returns and assumes 0.9892% volatility on return distribution over the 90 days horizon. Simply put, 8% of indexs are less volatile than AMS, and 96% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
AMS Small Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for AMS Small's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as AMS Small Cap, and traders can use it to determine the average amount a AMS Small'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 = 0.2098
| Best Portfolio | Best Equity | |||
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| Small Returns | ASCX | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.99 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.21 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.21 actual daily | 16 84% of assets perform better |
Based on monthly moving average AMS Small is performing at about 16% 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 AMS Small by adding it to a well-diversified portfolio.