SPTSX Comp Profile

15,638
0.000195  0.00%
73%
50%
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SPTSX Comp Price Boundaries

DOW has a standard deviation of returns of 1.79 and is 2.13 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 normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of SPTSX Comp to be traded at 15482.07 in 30 days. The returns on DOW and SPTSX Comp are completely uncorrelated
DOW has a standard deviation of returns of 1.79 and is 2.13 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 normal downward trend, but the immediate impact on correlations cannot be determined at the moment . Check odds of SPTSX Comp to be traded at 15482.07 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

 15,088 
  
 15,035 
53.03  0.35%
Lowest period price (30 days)
 15,920 
  
 15,861 
59.1  0.37%
Highest period price (30 days)

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 Predicted Return Density 
      Returns 
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashSmall
Risk
Average
Risk
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Risk
Huge
Risk
Negative ReturnsGSPTSE

Estimated Market Risk

 0.84
  actual daily
 
 93 %
of total potential
  

Expected Return

 -0.17
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 -0.2
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average SPTSX Comp 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 SPTSX Comp by adding it to a well-diversified portfolio.

SPTSX Comp against other indexes

Strait  1.28 %   
0%
88.0%
Taiwan  1.24 %   
0%
85.0%
Hang S  0.97 %   
0%
66.0%
Bursa   0.35 %   
0%
23.0%
NYSE  0.0005 %   
0%
1.0%
OMX CO  0.0001 %   
0%
1.0%
Russia  0.0001 %   
0%
1.0%
DAX  0.00 %   
0%
0%
All Or  0.00 %   
0%
0%
SP 500  0.00 %   
0%
0%
Seoul   0.00 %   
0%
0%
BSE  0.00 %   
0%
0%
Madrid  0.00 %   
0%
0%
OSE Al  0.00 %   
0%
0%
NIKKEI  0.00 %   
0%
0%
CAC 40  0.00 %   
0%
0%
DOW  0.00 %   
0%
0%
SPTSX   0.00 %   
0%
0%
Bovesp  0.00 %   
0%
0%
Shangh  0.0001 %   
1.0%
0%
Stockh  0.0001 %   
1.0%
0%
Israel  0.0002 %   
1.0%
0%
NASDAQ  0.0004 %   
1.0%
0%
EURONE  0.16 %   
10.0%
0%
Swiss   0.21 %   
14.0%
0%
NZSE  0.24 %   
16.0%
0%
ATX  0.27 %   
18.0%
0%
Greece  0.51 %   
35.0%
0%
IBEX 3  0.55 %   
37.0%
0%
IPC  0.67 %   
46.0%
0%
MerVal  1.17 %   
80.0%
0%
FTSE M  1.45 %   
100.0%
0%
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