ISEQ 20 (Ireland) Performance
| IETP Index | 1,611 16.95 1.06% |
The index retains a Market Volatility (i.e., Beta) of 0.0, which attests to not very significant fluctuations relative to the market. the returns on MARKET and ISEQ 20 are completely uncorrelated.
ISEQ 20 Relative Risk vs. Return Landscape
If you would invest 165,605 in ISEQ 20 Price on September 1, 2024 and sell it today you would lose (4,536) from holding ISEQ 20 Price or give up 2.74% of portfolio value over 90 days. ISEQ 20 Price is generating negative expected returns and assumes 0.975% volatility on return distribution over the 90 days horizon. Simply put, 8% of indexs are less volatile than ISEQ, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ISEQ 20 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ISEQ 20's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as ISEQ 20 Price, and traders can use it to determine the average amount a ISEQ 20'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 = -0.039
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | IETP |
Estimated Market Risk
| 0.98 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ISEQ 20 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 ISEQ 20 by adding ISEQ 20 to a well-diversified portfolio.
| ISEQ 20 Price generated a negative expected return over the last 90 days |