SP 500 Performance

SP
GSPC -- USA Index  

 3,332  11.23  0.34%

The entity has beta of 0.0 which indicates the returns on MARKET and SP 500 are completely uncorrelated. Although it is extremely important to respect SP 500 current price movements, it is better to be realistic regarding the information on equity historical returns. The way of measuring 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 SP 500 technical indicators you can at this time evaluate if the expected return of 0.1648% will be sustainable into the future.
Horizon     30 Days    Login   to change

SP 500 Relative Risk vs. Return Landscape

If you would invest  301,029  in S&P 500 on December 23, 2019 and sell it today you would earn a total of  32,173  from holding S&P 500 or generate 10.69% return on investment over 30 days. S&P 500 is currently producing 0.1648% returns and takes up 0.4214% volatility of returns over 30 trading days. Put another way, 3% of traded equities are less volatile than the company and 97% 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, SP 500 is expected to generate 0.88 times more return on investment than the market. However, the company is 1.14 times less risky than the market. It trades about 0.39 of its potential returns per unit of risk. The DOW is currently generating roughly 0.3 per unit of risk.

SP 500 Market Risk Analysis

Sharpe Ratio = 0.391
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SP 500 Relative Performance Indicators

Estimated Market Risk
 0.42
  actual daily
 
 3 %
of total potential
 
33
Expected Return
 0.16
  actual daily
 
 3 %
of total potential
 
33
Risk-Adjusted Return
 0.39
  actual daily
 
 26 %
of total potential
 
2626
Based on monthly moving average SP 500 is performing at about 26% 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 SP 500 by adding it to a well-diversified portfolio.
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