Philadelphia Semiconductor Index Index Performance
| SOX Index | 4,285 130.34 2.95% |
The index holds a Beta of 0.0, which implies not very significant fluctuations relative to the market. the returns on MARKET and Philadelphia Semiconductor are completely uncorrelated.
Philadelphia Semiconductor Relative Risk vs. Return Landscape
If you would invest 502,651 in Philadelphia Semiconductor Index on December 29, 2024 and sell it today you would lose (74,160) from holding Philadelphia Semiconductor Index or give up 14.75% of portfolio value over 90 days. Philadelphia Semiconductor Index is generating negative expected returns and assumes 2.4369% volatility on return distribution over the 90 days horizon. Simply put, 21% of indexs are less volatile than Philadelphia, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Philadelphia Semiconductor Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Philadelphia Semiconductor's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as Philadelphia Semiconductor Index, and traders can use it to determine the average amount a Philadelphia Semiconductor'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 = -0.095
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SOX |
Estimated Market Risk
| 2.44 actual daily | 21 79% of assets are more volatile |
Expected Return
| -0.23 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Philadelphia Semiconductor 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 Philadelphia Semiconductor by adding Philadelphia Semiconductor to a well-diversified portfolio.
| Philadelphia Semiconductor generated a negative expected return over the last 90 days |