SP 500 Profile

Performance

Check how we calculate scores
Equity ratings for S&P 500 are calculated based on Macroaxis scoring framework. The performance scores are derived for the period starting June 25, 2019 and ending today September 23, 2019. Click here to learn more.
S&P 500 has a volatility of 0.93 and is 1.02 times more volatile than DOW. 8% of all equities and portfolios are less risky than SP 500. Compared to the overall equity markets, volatility of historical daily returns of S&P 500 is lower than 8 (%) of all global equities and portfolios over the last 30 days. Use S&P 500 to protect your portfolios against small markets fluctuations. The index experiences normal downward trend and little activity. Check odds of SP 500 to be traded at 2962.15 in 30 days. . The returns on DOW and SP 500 are completely uncorrelated.

SP 500 Global Risk-Return Landscape

 Daily Expected Return (%) 
      Risk (%) 

SP 500 Price Dispersion

 2,894 
  
 2,841 
53.55  1.85%
 3,013 
  
 3,026 
12.61  0.42%

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SP 500 Distribution of Returns

 Predicted Return Density 
      Returns 

SP 500 Against Global Markets

IPC  1.26   
0%
20.0%
OSE Al  0.58   
0%
9.0%
CAC 40  0.56   
0%
8.0%
Madrid  0.49   
0%
7.0%
IBEX 3  0.47   
0%
7.0%
Bovesp  0.46   
0%
7.0%
Taiwan  0.32   
0%
5.0%
NZSE  0.26   
0%
4.0%
ISEQ  0.25   
0%
4.0%
Russia  0.25   
0%
3.0%
All Or  0.20   
0%
3.0%
NIKKEI  0.16   
0%
2.0%
DAX  0.08   
0%
1.0%
Bursa   0.07   
0%
1.0%
NASDAQ  0.05   
0%
1.0%
Strait  0.03   
0%
1.0%
Israel    
0%
1.0%
NASDAQ  0.0009   
0%
1.0%
NYSE  0.0004   
0%
1.0%
SPTSX     
1.0%
0%
ATX  0.03   
1.0%
0%
Swiss   0.08   
1.0%
0%
Hang S  0.13   
1.0%
0%
Stockh  0.16   
2.0%
0%
Jakart  0.21   
3.0%
0%
Shangh  0.24   
3.0%
0%
SP 500  0.49   
7.0%
0%
Seoul   0.53   
8.0%
0%
DOW  0.59   
9.0%
0%
Nasdaq  0.80   
12.0%
0%
MerVal  1.16   
18.0%
0%
BSE  6.29   
100.0%
0%
 

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