WIG 30 (Poland) Performance
| WIG30 Index | 3,531 15.59 0.44% |
The entity maintains a market beta of 0.0, which attests to not very significant fluctuations relative to the market. the returns on MARKET and WIG 30 are completely uncorrelated.
WIG 30 Relative Risk vs. Return Landscape
If you would invest 281,089 in WIG 30 on December 20, 2024 and sell it today you would earn a total of 72,019 from holding WIG 30 or generate 25.62% return on investment over 90 days. WIG 30 is generating 0.3955% of daily returns and assumes 1.2894% volatility on return distribution over the 90 days horizon. Simply put, 11% of indexs are less volatile than WIG, and 93% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
WIG 30 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for WIG 30's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as WIG 30, and traders can use it to determine the average amount a WIG 30'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 = 0.3067
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 1.29 actual daily | 11 89% of assets are more volatile |
Expected Return
| 0.4 actual daily | 8 92% of assets have higher returns |
Risk-Adjusted Return
| 0.31 actual daily | 24 76% of assets perform better |
Based on monthly moving average WIG 30 is performing at about 24% 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 WIG 30 by adding it to a well-diversified portfolio.