Taiwan Weighted (Taiwan) Performance
| TWII Index | 22,209 168.16 0.75% |
The entity has a beta of 0.0, which indicates not very significant fluctuations relative to the market. the returns on MARKET and Taiwan Weighted are completely uncorrelated.
Taiwan Weighted Relative Risk vs. Return Landscape
If you would invest 2,312,024 in Taiwan Weighted on December 24, 2024 and sell it today you would lose (91,114) from holding Taiwan Weighted or give up 3.94% of portfolio value over 90 days. Taiwan Weighted is generating negative expected returns and assumes 1.1517% volatility on return distribution over the 90 days horizon. Simply put, 10% of indexs are less volatile than Taiwan, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Taiwan Weighted Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Taiwan Weighted's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as Taiwan Weighted, and traders can use it to determine the average amount a Taiwan Weighted'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 = -0.0566
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | TWII |
Estimated Market Risk
| 1.15 actual daily | 10 90% of assets are more volatile |
Expected Return
| -0.07 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.06 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Taiwan Weighted 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 Taiwan Weighted by adding Taiwan Weighted to a well-diversified portfolio.
| Taiwan Weighted generated a negative expected return over the last 90 days |