SPTSX Comp Profile

15,999
5.83  0.04%
15878.48Last Month High 16131.79 
15960.8Trading Day  High 16006.39 
Set GSPTSE As Benchmark  Companies in Canada  All Benchmarks  Market Map

SPTSX Comp Price Boundaries

DOW has a standard deviation of returns of 0.36 and is 1.24 times more volatile than SPTSX Comp. 2% 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 2 (%) 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 and little activity. Check odds of SPTSX Comp to be traded at 15838.58 in 30 days. The returns on DOW and SPTSX Comp are completely uncorrelated
DOW has a standard deviation of returns of 0.36 and is 1.24 times more volatile than SPTSX Comp. 2% 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 2 (%) 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 and little activity. Check odds of SPTSX Comp to be traded at 15838.58 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

 15,876 
  
 15,878 
2.33  0.014676%
Lowest period price (30 days)
 16,097 
  
 16,132 
34.69  0.22%
Highest period price (30 days)

Did you try this?

Run Portfolio Diagnostics Now
   

Portfolio Diagnostics

Use generated alerts and portfolio events aggregator to diagnose current holdings
Hide  View All  NextLaunch Portfolio Diagnostics
Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations when you add SPTSX Comp to your portfolio
,
 Predicted Return Density 
      Returns 
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative ReturnsGSPTSE

Estimated Market Risk

 0.29
  actual daily
 
 98 %
of total potential
  

Expected Return

 0.04
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 0.15
  actual daily
 
 10 %
of total potential
  
Based on monthly moving average SPTSX Comp is performing at about 10% 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

Bovesp  1.28 %   
0%
100.0%
Strait  1.23 %   
0%
96.0%
NQEGT  1.09 %   
0%
85.0%
NIKKEI  0.61 %   
0%
47.0%
OMXRGI  0.49 %   
0%
38.0%
Russia  0.36 %   
0%
27.0%
Taiwan  0.35 %   
0%
27.0%
Greece  0.33 %   
0%
25.0%
Seoul   0.25 %   
0%
19.0%
NZSE  0.23 %   
0%
17.0%
IPC  0.23 %   
0%
17.0%
Bursa   0.21 %   
0%
16.0%
ATX  0.0329 %   
0%
2.0%
SPTSX   0.04 %   
2.0%
0%
BSE  0.05 %   
4.0%
0%
OMXVGI  0.11 %   
8.0%
0%
NYSE  0.14 %   
11.0%
0%
IBEX 3  0.15 %   
11.0%
0%
Nasdaq  0.15 %   
12.0%
0%
EURONE  0.21 %   
16.0%
0%
Hang S  0.21 %   
16.0%
0%
Stockh  0.28 %   
22.0%
0%
NQPH  0.29 %   
23.0%
0%
CAC 40  0.4 %   
31.0%
0%
DOW  0.43 %   
33.0%
0%
OSE Al  0.5 %   
38.0%
0%
MerVal  0.51 %   
39.0%
0%
FTSE M  0.51 %   
40.0%
0%
NQTH  0.69 %   
53.0%
0%
Madrid  0.72 %   
56.0%
0%
Swiss   1.25 %   
97.0%
0%
Israel  1.27 %   
99.0%
0%
 Embed Financials for SPTSX Comp

Submit SPTSX Comp Story

Become Macroaxis SPTSX Comp Contributor
Submit your story or prospective on SPTSX Comp and reach a very diverse and influential demographic landscape united by one goal - building optimal portfolios
Submit SPTSX Comp Story