DAX

       
10,299
Change

17.09

  

0.17%

Year To Date
835512391
Last 1 Month(s)
964811636
Trading Day 
1018610337
Set GDAXI As Benchmark   All Benchmarks

DAX Price Boundaries

DAX has a volatility of 2.13 and is 1.47 times more volatile than NYSE. 21% of all equities and portfolios are less risky than DAX. Compared to the overall equity markets, volatility of historical daily returns of DAX is lower than 21 (%) of all global equities and portfolios over the last 30 days. Use DAX to protect against small markets fluctuations. The index experiences normal downward trend and little activity. Check odds of DAX to be traded at 10195.54 in 30 days. The returns on NYSE and DAX are completely uncorrelated
DAX has a volatility of 2.13 and is 1.47 times more volatile than NYSE. 21% of all equities and portfolios are less risky than DAX. Compared to the overall equity markets, volatility of historical daily returns of DAX is lower than 21 (%) of all global equities and portfolios over the last 30 days. Use DAX to protect against small markets fluctuations. The index experiences normal downward trend and little activity. Check odds of DAX to be traded at 10195.54 in 30 days. The returns on NYSE and DAX are completely uncorrelated

DAX Global Risk-Return Landscape

 Daily Expected Return (%)
Benchmark  Embed   Risk (%) 

DAX price boundaries

August 24, 2015
 9,806 
  
 9,648 

157.29

  

1.60%

Lowest period price (30 days)
August 5, 2015
 11,503 
  
 11,636 

133.09

  

1.16%

Highest period price (30 days)
,
Predicted Return Density  
Benchmark  Embed   Returns 
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashSmall
Risk
Average
Risk
High
Risk
Huge
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Negative ReturnsGDAXI

Estimated Market Risk

 2.13
  actual daily
 
 79 %
of total potential
 
Market Risk score

Expected Return

 -0.35
  actual daily
 
 1 %
of total potential
 
Expected Return score

Risk-Adjusted Return

 -0.16
  actual daily
 
 1 %
of total potential
 
Risk-Adjusted Return score
Based on monthly moving average DAX is performing at about 0% 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 DAX by adding it to a well-diversified portfolio.

DAX against other indexes

 Russia RTSI   3.12 % Macroaxis: change 3.12 Moved Up  
 
 Japan NIKKEI   3.03 % Macroaxis: change 3.03 Moved Up  
 
 Belgium EURONE   2.52 % Macroaxis: change 2.52 Moved Up  
 
 Taiwan Province Of China Taiwan   2.49 % Macroaxis: change 2.49 Moved Up  
 
 Republic of Korea Seoul   1.56 % Macroaxis: change 1.56 Moved Up  
 
 Norway OSE Al   1.37 % Macroaxis: change 1.37 Moved Up  
 
 Greece ATHEN   1.08 % Macroaxis: change 1.08 Moved Up  
 
 United Kingdom FTSE   0.90 % Macroaxis: 0.9 Moved Up  
 
 United States Russel   0.81 % Macroaxis: 0.8066 Moved Up  
 
 Canada Canada   0.71 % Macroaxis: 0.71 Moved Up  
 
 MI Bursa   0.69 % Macroaxis: 0.69 Moved Up  
 
 New Zealand NZSE   0.63 % Macroaxis: 0.63 Moved Up  
 
 Australia All Or   0.61 % Macroaxis: 0.61 Moved Up  
 
 Netherlands AEX Am   0.59 % Macroaxis: 0.59 Moved Up  
 
 Israel TA 100   0.56 % Macroaxis: 0.56 Moved Up  
 
 Denmark OMX CO   0.38 % Macroaxis: 0.38 Moved Up  
 
 Sweden Stockh   0.37 % Macroaxis: 0.366389 Moved Up  
 
 France CAC 40   0.36 % Macroaxis: 0.36 Moved Up  
 
 Singapore Strait   0.36 % Macroaxis: 0.36 Moved Up  
 
 Indonesia Jakart   0.35 % Macroaxis: 0.351 Moved Up  
 
 Argentina MerVal   0.35 % Macroaxis: 0.35 Moved Up  
 
 United States Nasdaq   0.32 % Macroaxis: 0.32 Moved Up  
 
 United States NYSE   0.11 % Macroaxis: 0.113 Moved Up  
 
 United States SP 500   0.06 % Macroaxis: 0.06 Moved Up  
 
 thisRed DAX ^GDAXI agains markets  0.17 % Macroaxis: 0.17 Moved Down  
 
 Switzerland Swiss   0.31 % Macroaxis: 0.31 Moved Down  
 
 Ireland ISEQ   0.36 % Macroaxis: 0.36 Moved Down  
 
 Mexico IPC   0.37 % Macroaxis: 0.37 Moved Down  
 
 Austria ATX   0.58 % Macroaxis: 0.58 Moved Down  
 
 Italy FTSE   0.93 % Macroaxis: 0.93 Moved Down  
 
 HK Hang   1.04 % Macroaxis: change 1.04 Moved Down  
 
 Brazil Bovesp   1.18 % Macroaxis: change 1.1766 Moved Down  
 
 Embed Financials for DAX