SPTSX Comp Profile

14,595
155.25  1.05%

SPTSX Comp Price Boundaries

DOW has a standard deviation of returns of 1.29 and is 1.52 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 somewhat bearish sentiment, but market may correct it shortly. Check odds of SPTSX Comp to be traded at 14157.25 in 30 days. The returns on DOW and SPTSX Comp are completely uncorrelated
DOW has a standard deviation of returns of 1.29 and is 1.52 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 somewhat bearish sentiment, but market may correct it shortly. Check odds of SPTSX Comp to be traded at 14157.25 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

 14,651 
  
 14,595 
56.1  0.38%
 15,386 
  
 15,369 
16.1  0.1%

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Correlation Analysis

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Distribution of Returns

SPTSX Comp analysis of return density

 Predicted Return Density 
      Returns 

Global Markets

SPTSX Comp against other indexes

ATX  0.80   
0%
35.0%
MerVal  0.29   
0%
12.0%
BSE  0.09   
0%
4.0%
Jakart  0.13   
5.0%
0%
Israel  0.16   
7.0%
0%
ISEQ  0.31   
13.0%
0%
All Or  0.41   
18.0%
0%
Bovesp  0.44   
19.0%
0%
IBEX 3  0.45   
19.0%
0%
IPC  0.48   
21.0%
0%
Madrid  0.49   
21.0%
0%
NZSE  0.51   
22.0%
0%
Stockh  0.54   
23.0%
0%
DAX  0.54   
23.0%
0%
OSE Al  0.83   
36.0%
0%
Bursa   0.84   
37.0%
0%
Taiwan  0.86   
37.0%
0%
CAC 40  0.88   
39.0%
0%
Russia  0.93   
41.0%
0%
NASDAQ  1.01   
44.0%
0%
SPTSX   1.05   
46.0%
0%
NASDAQ  1.08   
47.0%
0%
Strait  1.09   
48.0%
0%
Swiss   1.15   
50.0%
0%
Seoul   1.25   
55.0%
0%
NIKKEI  1.49   
65.0%
0%
NYSE  1.51   
67.0%
0%
Shangh  1.53   
67.0%
0%
Hang S  1.62   
71.0%
0%
SP 500  1.91   
84.0%
0%
DOW  2.02   
89.0%
0%
Nasdaq  2.26   
100.0%
0%
 

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