AMS Small (Netherlands) Performance

ASCX Index   1,217  3.89  0.32%   
The index shows a Beta (market volatility) of 0.0, which signifies not very significant fluctuations relative to the market. the returns on MARKET and AMS Small are completely uncorrelated.

AMS Small Relative Risk vs. Return Landscape

If you would invest  119,848  in AMS Small Cap on December 29, 2023 and sell it today you would earn a total of  1,880  from holding AMS Small Cap or generate 1.57% return on investment over 90 days. AMS Small Cap is generating 0.0295% of daily returns and assumes 0.9887% volatility on return distribution over the 90 days horizon. Simply put, 8% of indexs are less volatile than AMS, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Expected Return   
       Risk  
Assuming the 90 days trading horizon AMS Small is expected to generate 4.5 times less return on investment than the market. In addition to that, the company is 1.73 times more volatile than its market benchmark. It trades about 0.03 of its total potential returns per unit of risk. The NYSE Composite is currently generating roughly 0.23 per unit of volatility.

AMS Small Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for AMS Small's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as AMS Small Cap, and traders can use it to determine the average amount a AMS Small'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 = 0.0299

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Estimated Market Risk

 0.99
  actual daily
8
92% of assets are more volatile

Expected Return

 0.03
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 0.03
  actual daily
2
98% of assets perform better
Based on monthly moving average AMS Small is performing at about 2% 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 AMS Small by adding it to a well-diversified portfolio.