Athens General (Greece) Performance
| ATG Index | 1,747 20.15 1.17% |
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 Athens General are completely uncorrelated.
Athens General Relative Risk vs. Return Landscape
If you would invest 145,738 in Athens General Composite on December 27, 2024 and sell it today you would earn a total of 28,929 from holding Athens General Composite or generate 19.85% return on investment over 90 days. Athens General Composite is generating 0.3057% of daily returns and assumes 0.8407% volatility on return distribution over the 90 days horizon. Simply put, 7% of indexs are less volatile than Athens, and 94% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Athens General Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Athens General's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as Athens General Composite, and traders can use it to determine the average amount a Athens General'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 = 0.3637
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.84 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.31 actual daily | 6 94% of assets have higher returns |
Risk-Adjusted Return
| 0.36 actual daily | 28 72% of assets perform better |
Based on monthly moving average Athens General is performing at about 28% 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 Athens General by adding it to a well-diversified portfolio.