All Ords (Australia) Performance

AO
AORD -- Australia Index  

 6,157  14.50  0.24%

The index shows a Beta (market volatility) of 0.0, which signifies not very significant volatility relative to the market. Let's try to break down what All Ords's beta means in this case. the returns on MARKET and All Ords are completely uncorrelated. Although it is vital to follow to All Ords historical returns, it is good to be conservative about what you can do with the information regarding equity current trending patterns. The philosophy towards foreseeing 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 All Ords technical indicators, you can presently evaluate if the expected return of 0.25% will be sustainable into the future.

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All Ords Relative Risk vs. Return Landscape

If you would invest  532,360  in All Ords on June 5, 2020 and sell it today you would earn a total of  84,010  from holding All Ords or generate 15.78% return on investment over 30 days. All Ords is currently producing 0.2504% returns and takes up 1.6776% volatility of returns over 30 trading days. Put another way, 14% of traded equities are less volatile than the company and 96% of traded equity instruments are likely to generate higher returns over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming the 30 trading days horizon, All Ords is expected to generate 0.91 times more return on investment than the market. However, the company is 1.1 times less risky than the market. It trades about 0.15 of its potential returns per unit of risk. The DOW is currently generating roughly 0.12 per unit of risk.

All Ords Market Risk Analysis

Sharpe Ratio = 0.1493
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All Ords Performance Indicators

Estimated Market Risk
 1.68
  actual daily
 
 14 %
of total potential
 
1414
Expected Return
 0.25
  actual daily
 
 4 %
of total potential
 
44
Risk-Adjusted Return
 0.15
  actual daily
 
 10 %
of total potential
 
1010
Based on monthly moving average All Ords 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 All Ords by adding it to a well-diversified portfolio.

About All Ords Performance

To evaluate All Ords Index as a possible investment, you need to clearly understand its upside, downside potential, and overall future performance outlook. You may be satisfied when All Ords generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare All Ords's stock performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand All Ords stock market performance in a much more refined way. At Macroaxis, we take it even further. The Macroaxis performance score is an integer between 0 and 100 that represents All Ords's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section. Please also refer to our technical analysis and fundamental analysis pages.
Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and condition page