ISEQ (Ireland) Performance

ISEQ -  Ireland Index  

 8,273  22.20  0.27%

The index retains a Market Volatility (i.e., Beta) of 0.0, which attests to not very significant fluctuations relative to the market. Let's try to break down what ISEQ's beta means in this case. 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 0.0267% will be sustainable into the future.

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ISEQ Relative Risk vs. Return Landscape

If you would invest  816,588  in ISEQ on April 27, 2021 and sell it today you would earn a total of  10,686  from holding ISEQ or generate 1.31% return on investment over 90 days. ISEQ is currently producing 0.0267% returns and takes up 1.1416% volatility of returns over 90 trading days. Put another way, 9% of traded indexs are less volatile than ISEQ, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming the 90 days horizon ISEQ is expected to generate 2.1 times less return on investment than the market. In addition to that, the company is 1.52 times more volatile than its market benchmark. It trades about 0.02 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.07 per unit of volatility.

ISEQ Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for ISEQ's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as ISEQ, and traders can use it to determine the average amount a ISEQ's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = 0.0234

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Estimated Market Risk
 1.14
  actual daily
 
 9 %
of total potential
 
99
Expected Return
 0.03
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Risk-Adjusted Return
 0.02
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Based on monthly moving average ISEQ 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 ISEQ by adding it to a well-diversified portfolio.

About ISEQ Performance

To evaluate ISEQ Index as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when ISEQ 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 ISEQ Index's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand ISEQ 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 ISEQ'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.

Things to note about ISEQ

Checking the ongoing alerts about ISEQ for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for ISEQ help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Check out Your Current Watchlist. Note that the ISEQ information on this page should be used as a complementary analysis to other ISEQ's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.

Other Tools for ISEQ Index

When running ISEQ price analysis, check to measure ISEQ's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy ISEQ is operating at the current time. Most of ISEQ's value examination focuses on studying past and present price action to predict the probability of ISEQ's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move ISEQ's price. Additionally, you may evaluate how the addition of ISEQ to your portfolios can decrease your overall portfolio volatility.
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