Cboe Euro Currency Index Performance
| EVZ Index | 7.51 0.00 0.00% |
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 Euro are completely uncorrelated.
CBOE Euro Relative Risk vs. Return Landscape
If you would invest 997.00 in CBOE Euro Currency on December 24, 2024 and sell it today you would lose (246.00) from holding CBOE Euro Currency or give up 24.67% of portfolio value over 90 days. CBOE Euro Currency is generating negative expected returns and assumes 10.6187% volatility on return distribution over the 90 days horizon. Simply put, 94% of indexs are less volatile than CBOE, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
CBOE Euro Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for CBOE Euro's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as CBOE Euro Currency, and traders can use it to determine the average amount a CBOE Euro'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 = -0.0053
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| Negative Returns | EVZ |
Estimated Market Risk
| 10.62 actual daily | 94 94% of assets are less volatile |
Expected Return
| -0.06 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average CBOE Euro 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 CBOE Euro by adding CBOE Euro to a well-diversified portfolio.
| CBOE Euro Currency is not yet fully synchronised with the market data | |
| CBOE Euro Currency generated a negative expected return over the last 90 days | |
| CBOE Euro Currency has high historical volatility and very poor performance |