IncomeShares SP500 (Germany) Performance
| DSPY Etf | 8.74 0.04 0.46% |
The etf retains a Market Volatility (i.e., Beta) of -0.0204, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IncomeShares SP500 are expected to decrease at a much lower rate. During the bear market, IncomeShares SP500 is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days IncomeShares SP500 Options has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound basic indicators, IncomeShares SP500 is not utilizing all of its potentials. The current stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
IncomeShares |
IncomeShares SP500 Relative Risk vs. Return Landscape
If you would invest 891.00 in IncomeShares SP500 Options on October 7, 2024 and sell it today you would lose (17.00) from holding IncomeShares SP500 Options or give up 1.91% of portfolio value over 90 days. IncomeShares SP500 Options is generating negative expected returns and assumes 0.7388% volatility on return distribution over the 90 days horizon. Simply put, 6% of etfs are less volatile than IncomeShares, and 99% 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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IncomeShares SP500 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IncomeShares SP500's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as IncomeShares SP500 Options, and traders can use it to determine the average amount a IncomeShares SP500'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 = -0.0779
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| Negative Returns | DSPY |
Estimated Market Risk
| 0.74 actual daily | 6 94% of assets are more volatile |
Expected Return
| -0.06 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.08 actual daily | 0 Most of other assets perform better |
Based on monthly moving average IncomeShares SP500 is not performing at its full potential. However, 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 IncomeShares SP500 by adding IncomeShares SP500 to a well-diversified portfolio.
| IncomeShares SP500 generated a negative expected return over the last 90 days |