Cboe Sp 500 Index Performance
| BXMD Index | 4,746 6.52 0.14% |
The entity shows a Beta (market volatility) of 0.0, which signifies not very significant fluctuations relative to the market. the returns on MARKET and CBOE SP are completely uncorrelated.
CBOE SP Relative Risk vs. Return Landscape
If you would invest 441,067 in CBOE SP 500 on September 17, 2024 and sell it today you would earn a total of 33,544 from holding CBOE SP 500 or generate 7.61% return on investment over 90 days. CBOE SP 500 is generating 0.1159% of daily returns and assumes 0.5072% volatility on return distribution over the 90 days horizon. Simply put, 4% of indexs are less volatile than CBOE, and 98% 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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CBOE SP Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for CBOE SP's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as CBOE SP 500, and traders can use it to determine the average amount a CBOE SP'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 = 0.2284
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Estimated Market Risk
| 0.51 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.12 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.23 actual daily | 17 83% of assets perform better |
Based on monthly moving average CBOE SP is performing at about 17% 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 CBOE SP by adding it to a well-diversified portfolio.