ISEQ (Ireland) Performance

ISE
ISEQ -- Ireland Index  

 7,175  19.72  0.27%

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 0.1787% will be sustainable into the future.
Horizon     30 Days    Login   to change

ISEQ Relative Risk vs. Return Landscape

If you would invest  642,722  in ISEQ on December 21, 2019 and sell it today you would earn a total of  74,756  from holding ISEQ or generate 11.63% return on investment over 30 days. ISEQ is currently producing 0.1787% returns and takes up 1.1618% volatility of returns over 30 trading days. Put another way, 10% of traded equities are less volatile than the company and 97% of traded equity instruments are likely to generate higher returns over the next 30 trading days.
 Daily Expected Return (%) 
    
  Risk (%) 
Assuming 30 trading days horizon, ISEQ is expected to generate 2.46 times more return on investment than the market. However, the company is 2.46 times more volatile than its market benchmark. It trades about 0.15 of its potential returns per unit of risk. The DOW is currently generating roughly 0.31 per unit of risk.

ISEQ Market Risk Analysis

Sharpe Ratio = 0.1538
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ISEQ Relative Performance Indicators

Estimated Market Risk
 1.16
  actual daily
 
 10 %
of total potential
 
1010
Expected Return
 0.18
  actual daily
 
 3 %
of total potential
 
33
Risk-Adjusted Return
 0.15
  actual daily
 
 10 %
of total potential
 
1010
Based on monthly moving average ISEQ 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 ISEQ by adding it to a well-diversified portfolio.
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