SPTSX Comp Profile

Performance

Equity ratings for SPTSX Comp are calculated based on Macroaxis scoring framework. The performance scores are derived for the period starting September 13, 2019 and ending today December 12, 2019. Click here to learn more.
DOW has a standard deviation of returns of 0.61 and is 1.03 times more volatile than SPTSX Comp. 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 5 () of all global equities and portfolios over the last 30 days.

SPTSX Comp Global Risk-Return Landscape

 Daily Expected Return (%) 
      Risk (%) 

SPTSX Comp Price Dispersion

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SPTSX Comp Distribution of Returns

 Predicted Return Density 
      Returns 

SPTSX Comp Against Global Markets

MerVal  3.53   
0%
100.0%
OSE Al  1.25   
0%
35.0%
ISEQ  0.72   
0%
20.0%
Madrid  0.30   
0%
8.0%
NASDAQ  0.30   
0%
8.0%
Swiss   0.28   
0%
8.0%
Israel  0.23   
0%
6.0%
Jakart  0.22   
0%
6.0%
Strait  0.22   
0%
6.0%
NIKKEI  0.17   
0%
4.0%
Bovesp  0.14   
0%
4.0%
Shangh  0.11   
0%
3.0%
ATX  0.03   
0%
1.0%
DOW  0.01   
1.0%
0%
Bursa   0.03   
1.0%
0%
Stockh  0.09   
2.0%
0%
SPTSX   0.14   
3.0%
0%
SP 500  0.18   
5.0%
0%
All Or  0.25   
6.0%
0%
Taiwan  0.34   
9.0%
0%
Nasdaq  0.37   
10.0%
0%
CAC 40  0.40   
11.0%
0%
NYSE  0.43   
12.0%
0%
NZSE  0.55   
15.0%
0%
Hang S  0.57   
16.0%
0%
IBEX 3  0.70   
19.0%
0%
BSE  0.72   
20.0%
0%
DAX  0.78   
21.0%
0%
Russia  1.03   
29.0%
0%
Seoul   1.25   
35.0%
0%
IPC  1.60   
45.0%
0%
NASDAQ  1.68   
47.0%
0%
 

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