E Mini Sp 500 Commodity Performance
| ESUSD Commodity | 6,015 23.25 0.39% |
The entity shows a Beta (market volatility) of 0.71, which means possible diversification benefits within a given portfolio. As returns on the market increase, E Mini's returns are expected to increase less than the market. However, during the bear market, the loss of holding E Mini is expected to be smaller as well.
Risk-Adjusted Performance
9 of 100
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Compared to the overall equity markets, risk-adjusted returns on investments in E Mini SP 500 are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound basic indicators, E Mini is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
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E Mini Relative Risk vs. Return Landscape
If you would invest 566,100 in E Mini SP 500 on August 30, 2024 and sell it today you would earn a total of 35,400 from holding E Mini SP 500 or generate 6.25% return on investment over 90 days. E Mini SP 500 is currently producing 0.0978% returns and takes up 0.7777% volatility of returns over 90 trading days. Put another way, 6% of traded commoditys are less volatile than ESUSD, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
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E Mini Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for E Mini's investment risk. Standard deviation is the most common way to measure market volatility of commoditys, such as E Mini SP 500, and traders can use it to determine the average amount a E Mini'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 = 0.1258
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| Cash | ESUSD | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.78 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.1 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.13 actual daily | 9 91% of assets perform better |
Based on monthly moving average E Mini is performing at about 9% 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 E Mini by adding it to a well-diversified portfolio.