Morningstar Peru Performance

MSPEUSDP -- USA Index  

 4,483  16.23  0.36%

The index secures Beta (Market Risk) of 0.0 which conveys that the returns on MARKET and Morningstar Peru are completely uncorrelated. Although it is extremely important to respect Morningstar Peru Index price patterns, it is better to be realistic regarding the information on equity historical price patterns. The philosophy towards estimating 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 Morningstar Peru Index technical indicators you can presently evaluate if the expected return of 0.0552% will be sustainable into the future.
Horizon     30 Days    Login   to change

Morningstar Peru Index Relative Risk vs. Return Landscape

If you would invest  443,329  in Morningstar Peru Index PR USD on October 20, 2019 and sell it today you would earn a total of  4,951  from holding Morningstar Peru Index PR USD or generate 1.12% return on investment over 30 days. Morningstar Peru Index PR USD is generating 0.0552% of daily returns and assumes 2.0461% volatility on return distribution over the 30 days horizon. Simply put, 18% of equities are less volatile than Morningstar Peru and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, Morningstar Peru is expected to generate 1.9 times less return on investment than the market. In addition to that, the company is 2.87 times more volatile than its market benchmark. It trades about 0.03 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.15 per unit of volatility.

Morningstar Peru Market Risk Analysis

Sharpe Ratio = 0.027
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Morningstar Peru Relative Performance Indicators

Estimated Market Risk
 2.05
  actual daily
 
 18 %
of total potential
 
1818
Expected Return
 0.06
  actual daily
 
 1 %
of total potential
 
11
Risk-Adjusted Return
 0.03
  actual daily
 
 1 %
of total potential
 
11
Based on monthly moving average Morningstar Peru is performing at about 1% 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 Morningstar Peru by adding it to a well-diversified portfolio.
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