The index retains Market Volatility (i.e. Beta) of 0.0 which attests that the returns on MARKET and ISEQ are completely uncorrelated. Although it is extremely important to respect ISEQ current price history, it is better to be realistic regarding the information on equity current price movements. The way of determining 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 ISEQ technical indicators you can now evaluate if the expected return of 0.0191% will be sustainable into the future.
|Horizon||30 Days Login to change|
ISEQ Relative Risk vs. Return LandscapeIf you would invest 606,866 in ISEQ on August 22, 2019 and sell it today you would earn a total of 5,208 from holding ISEQ or generate 0.86% return on investment over 30 days. ISEQ is currently producing 0.0191% returns and takes up 1.1176% volatility of returns over 30 trading days. Put another way, 9% of traded equities are less volatile than the company and 99% of traded equity instruments are likely to generate higher returns over the next 30 trading days.
Daily Expected Return (%)
ISEQ Market Risk Analysis
Sharpe Ratio = 0.0171
ISEQ Relative Performance Indicators
Estimated Market Risk