IPC MEXICO (Mexico) Performance
| MXX Index | 53,101 40.07 0.08% |
The index owns a Beta (Systematic Risk) of 0.0, which attests to not very significant fluctuations relative to the market. the returns on MARKET and IPC MEXICO are completely uncorrelated.
IPC MEXICO Relative Risk vs. Return Landscape
If you would invest 4,931,662 in IPC MEXICO on December 21, 2024 and sell it today you would earn a total of 378,421 from holding IPC MEXICO or generate 7.67% return on investment over 90 days. IPC MEXICO is generating 0.1225% of daily returns and assumes 0.7987% volatility on return distribution over the 90 days horizon. Simply put, 7% of indexs are less volatile than IPC, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
IPC MEXICO Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IPC MEXICO's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as IPC MEXICO, and traders can use it to determine the average amount a IPC MEXICO'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 = 0.1533
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Estimated Market Risk
| 0.8 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.12 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.15 actual daily | 12 88% of assets perform better |
Based on monthly moving average IPC MEXICO is performing at about 12% 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 IPC MEXICO by adding it to a well-diversified portfolio.