SP 500 Performance

SP500-40TR -- USA Index  

 804.14  10.74  1.35%

The entity owns Beta (Systematic Risk) of 0.0 which indicates the returns on MARKET and SP 500 are completely uncorrelated. Although it is vital to follow to SP 500 Financials existing price patterns, it is good to be conservative about what you can actually do with the information regarding equity price patterns. The approach towards measuring 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. We have found twenty-seven technical indicators for SP 500 which you can use to evaluate performance of the index.
Horizon     30 Days    Login   to change

SP 500 Financials Relative Risk vs. Return Landscape

If you would invest  79,065  in SP 500 Financials TR on September 21, 2019 and sell it today you would earn a total of  1,349  from holding SP 500 Financials TR or generate 1.71% return on investment over 30 days. SP 500 Financials TR is generating 0.5672% of daily returns and assumes 0.703% volatility on return distribution over the 30 days horizon. Simply put, 6% of equities are less volatile than SP 500 and 90% 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, SP 500 is expected to generate 0.71 times more return on investment than the market. However, the company is 1.41 times less risky than the market. It trades about 0.81 of its potential returns per unit of risk. The DOW is currently generating roughly -0.03 per unit of risk.

SP 500 Market Risk Analysis

Sharpe Ratio = 0.8068
Good Returns
Average Returns
Small ReturnsSP500-40TR
Negative Returns

SP 500 Relative Performance Indicators

Estimated Market Risk
  actual daily
 6 %
of total potential
Expected Return
  actual daily
 10 %
of total potential
Risk-Adjusted Return
  actual daily
 54 %
of total potential
Based on monthly moving average SP 500 is performing at about 54% 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 SP 500 by adding it to a well-diversified portfolio.

SP 500 Alerts

Equity Alerts and Improvement Suggestions

SP 500 Financials is not yet fully synchronised with the market data
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