Bovespa (Brazil) Profile

74,595
1,156  1.57%
70826.59Last Month High 75975.71 
73438.97Trading Day  High 75073.29 
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Bovespa Price Boundaries

Bovespa has a volatility of 1.41 and is 4.03 times more volatile than DOW. 13% of all equities and portfolios are less risky than Bovespa. Compared to the overall equity markets, volatility of historical daily returns of Bovespa is lower than 13 (%) of all global equities and portfolios over the last 30 days. Use Bovespa to enhance returns of your portfolios. The index experiences large bullish trend. Check odds of Bovespa to be traded at 82054.08 in 30 days. The returns on DOW and Bovespa are completely uncorrelated
Bovespa has a volatility of 1.41 and is 4.03 times more volatile than DOW. 13% of all equities and portfolios are less risky than Bovespa. Compared to the overall equity markets, volatility of historical daily returns of Bovespa is lower than 13 (%) of all global equities and portfolios over the last 30 days. Use Bovespa to enhance returns of your portfolios. The index experiences large bullish trend. Check odds of Bovespa to be traded at 82054.08 in 30 days. The returns on DOW and Bovespa are completely uncorrelated

Bovespa Global Risk-Return Landscape

 Daily Expected Return (%) 
      Risk (%) 

Bovespa Price Dispersion

 72,442 
  
 70,827 
1,616  2.23%
Lowest period price (30 days)
 75,898 
  
 75,976 
77.47  0.1%
Highest period price (30 days)

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 Predicted Return Density 
      Returns 
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Negative ReturnsBVSP

Estimated Market Risk

 1.41
  actual daily
 
 87 %
of total potential
  

Expected Return

 -0.11
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 -0.08
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Bovespa 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 Bovespa by adding it to a well-diversified portfolio.

Bovespa against other indexes

Bovesp  1.57 %   
0%
100.0%
Russia  1.12 %   
0%
71.0%
Strait  0.86 %   
0%
54.0%
XU100  0.66 %   
0%
42.0%
Israel  0.66 %   
0%
41.0%
Hang S  0.62 %   
0%
39.0%
NQEGT  0.6 %   
0%
37.0%
Shangh  0.53 %   
0%
33.0%
Taiwan  0.5 %   
0%
31.0%
NQTH  0.5 %   
0%
31.0%
NIKKEI  0.48 %   
0%
30.0%
MerVal  0.23 %   
0%
14.0%
OMXVGI  0.15 %   
0%
9.0%
NQFI  0.13 %   
0%
8.0%
Bursa   0.11 %   
0%
6.0%
BSE  0.0868 %   
0%
5.0%
Seoul   0.0728 %   
0%
4.0%
NZSE  0.049 %   
0%
3.0%
NYSE  0.0399 %   
0%
2.0%
IPC  0.0232 %   
0%
1.0%
SPTSX   0.02 %   
1.0%
0%
EURONE  0.04 %   
2.0%
0%
Greece  0.06 %   
3.0%
0%
SP 500  0.07 %   
4.0%
0%
Russel  0.14 %   
8.0%
0%
CAC 40  0.25 %   
15.0%
0%
Madrid  0.3 %   
19.0%
0%
ATX  0.34 %   
21.0%
0%
Swiss   0.35 %   
22.0%
0%
DOW  0.68 %   
43.0%
0%
Stockh  0.95 %   
60.0%
0%
DAX  1.16 %   
73.0%
0%
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