SPTSX Comp Profile

16,251
83.80  0.52%

SPTSX Comp Price Boundaries

DOW has a standard deviation of returns of 0.64 and is 1.6 times more volatile than SPTSX Comp. 3% of all equities and portfolios are less risky than SPTSX Comp. Compared to the overall equity markets, volatility of historical daily returns of SPTSX Comp is lower than 3 (%) of all global equities and portfolios over the last 30 days. Use SPTSX Comp to enhance returns of your portfolios. The index experiences moderate upward volatility. Check odds of SPTSX Comp to be traded at 17876.54 in 30 days. . The returns on DOW and SPTSX Comp are completely uncorrelated.

SPTSX Comp Global Risk-Return Landscape

 Daily Expected Return (%) 
      Risk (%) 

SPTSX Comp Price Dispersion

 15,202 
  
 15,281 
79.30  0.52%
 16,149 
  
 16,251 
102.30  0.63%

Did you try this?

Run Performance Analysis Now

   

Performance Analysis

Check effects of mean-variance optimization against your current asset allocation
All  Next Launch Performance Analysis

Distribution of Returns

SPTSX Comp analysis of return density

 Predicted Return Density 
      Returns 

Global Markets

SPTSX Comp against other indexes

Bovesp  1.99   
0%
90.0%
MerVal  1.08   
0%
49.0%
DOW  0.65   
0%
29.0%
CAC 40  0.56   
0%
25.0%
Taiwan  0.55   
0%
25.0%
SPTSX   0.52   
0%
23.0%
NASDAQ  0.41   
0%
18.0%
NZSE  0.27   
0%
12.0%
NIKKEI  0.20   
0%
8.0%
OSE Al  0.17   
0%
7.0%
Russia  0.10   
0%
4.0%
Nasdaq  0.07   
0%
2.0%
ATX  0.05   
0%
2.0%
All Or  0.03   
0%
1.0%
Shangh  0.02   
0%
1.0%
Jakart  0.01   
1.0%
0%
BSE  0.06   
2.0%
0%
Seoul   0.09   
4.0%
0%
Bursa   0.21   
9.0%
0%
SP 500  0.29   
13.0%
0%
Stockh  0.32   
14.0%
0%
Israel  0.32   
14.0%
0%
NASDAQ  0.35   
15.0%
0%
Strait  0.41   
18.0%
0%
NYSE  0.47   
21.0%
0%
Hang S  0.53   
24.0%
0%
ISEQ  0.56   
25.0%
0%
Swiss   0.66   
29.0%
0%
Madrid  0.85   
38.0%
0%
IBEX 3  0.91   
41.0%
0%
DAX  1.57   
71.0%
0%
IPC  2.19   
100.0%
0%
 

Submit SPTSX Comp Story

Become Macroaxis SPTSX Comp Contributor

Submit your story or your unique prospective on SPTSX Comp and reach a very diverse and influential demographic landscape united by one goal - building optimal portfolios
Submit Macroaxis Story
Submit SPTSX Comp Story  
See also Your Current Watchlist. Please also try Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
Search macroaxis.com