All Ords (Australia) Performance

AORD -- Australia Index  

 6,839  13.80  0.20%

The organization shows Beta (market volatility) of 0.0 which signifies that the returns on MARKET and All Ords are completely uncorrelated. Although it is extremely important to respect All Ords historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards foreseeing future performance of any index is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing All Ords technical indicators you can presently evaluate if the expected return of 0.0239% will be sustainable into the future.
Horizon     30 Days    Login   to change

All Ords Relative Risk vs. Return Landscape

If you would invest  674,546  in All Ords on August 22, 2019 and sell it today you would earn a total of  9,354  from holding All Ords or generate 1.39% return on investment over 30 days. All Ords is currently producing 0.0239% returns and takes up 0.7459% volatility of returns over 30 trading days. Put another way, 6% of traded equities are less volatile than the company and 99% of traded equity instruments are likely to generate higher returns over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, All Ords is expected to generate 0.82 times more return on investment than the market. However, the company is 1.21 times less risky than the market. It trades about 0.03 of its potential returns per unit of risk. The DOW is currently generating roughly 0.02 per unit of risk.

All Ords Market Risk Analysis

Sharpe Ratio = 0.0321
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All Ords Relative Performance Indicators

Estimated Market Risk
 0.75
  actual daily
 
 6 %
of total potential
 
66
Expected Return
 0.02
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 0.03
  actual daily
 
 2 %
of total potential
 
22
Based on monthly moving average All Ords is performing at about 2% 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 All Ords by adding it to a well-diversified portfolio.
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