SPTSX Comp Profile

14,668
82.6  0.56%

SPTSX Comp Price Boundaries

DOW has a standard deviation of returns of 1.28 and is 1.51 times more volatile than SPTSX Comp. 7% 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 7 (%) of all global equities and portfolios over the last 30 days. Use SPTSX Comp to protect against small markets fluctuations. The index experiences moderate downward daily trend and can be a good diversifier. Check odds of SPTSX Comp to be traded at 14374.44 in 30 days. The returns on DOW and SPTSX Comp are completely uncorrelated
DOW has a standard deviation of returns of 1.28 and is 1.51 times more volatile than SPTSX Comp. 7% 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 7 (%) of all global equities and portfolios over the last 30 days. Use SPTSX Comp to protect against small markets fluctuations. The index experiences moderate downward daily trend and can be a good diversifier. Check odds of SPTSX Comp to be traded at 14374.44 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

 14,891 
  
 14,668 
223.4  1.5%
 15,404 
  
 15,470 
65.97  0.43%

Did you try this?

Run Portfolio Manager Now

   

Portfolio Manager

State of the art Portfolio Manager to monitor and improve performance of your invested capital
All  Next Launch Portfolio Manager

Distribution of Returns

SPTSX Comp analysis of return density

 Predicted Return Density 
      Returns 

Global Markets

SPTSX Comp against other indexes

Russia  1.47   
0%
1.0%
NIKKEI  1.07   
0%
1.0%
All Or  0.85   
0%
1.0%
ATX  0.68   
0%
1.0%
Seoul   0.64   
0%
1.0%
Taiwan  0.43   
0%
1.0%
Shangh  0.32   
0%
1.0%
NZSE  0.18   
0%
1.0%
MerVal  0.25   
1.0%
0%
OSE Al  0.30   
1.0%
0%
SP 500  0.52   
1.0%
0%
Stockh  0.52   
1.0%
0%
Nasdaq  0.54   
1.0%
0%
SPTSX   0.56   
1.0%
0%
BSE  0.58   
1.0%
0%
NYSE  0.63   
1.0%
0%
ISEQ  0.80   
1.0%
0%
NASDAQ  0.89   
1.0%
0%
Israel  0.89   
1.0%
0%
DOW  0.92   
1.0%
0%
Swiss   1.13   
1.0%
0%
DAX  1.32   
1.0%
0%
Bursa   1.39   
1.0%
0%
Jakart  1.48   
1.0%
0%
IPC  1.48   
1.0%
0%
Bovesp  1.61   
1.0%
0%
Strait  1.67   
1.0%
0%
CAC 40  1.85   
2.0%
0%
NASDAQ  2.05   
2.0%
0%
IBEX 3  2.14   
2.0%
0%
Madrid  2.31   
2.0%
0%
Hang S  89.96   
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 Watchlist Optimization module to optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm.
Search macroaxis.com