SP Merval (Argentina) Performance

MERV Index   1,000,000  0.00  0.00%   
The entity owns a Beta (Systematic Risk) of 0.0, which indicates not very significant fluctuations relative to the market. the returns on MARKET and SP Merval are completely uncorrelated.

SP Merval Relative Risk vs. Return Landscape

If you would invest  100,000,000  in SP Merval on January 15, 2024 and sell it today you would earn a total of  0.00  from holding SP Merval or generate 0.0% return on investment over 90 days. SP Merval is generating 0.0032% of daily returns and assumes 0.8044% volatility on return distribution over the 90 days horizon. Simply put, 7% of indexs are less volatile than MERV, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days.
  Expected Return   
Assuming the 90 days trading horizon SP Merval is expected to generate 29.53 times less return on investment than the market. In addition to that, the company is 1.3 times more volatile than its market benchmark. It trades about 0.0 of its total potential returns per unit of risk. The NYSE Composite is currently generating roughly 0.15 per unit of volatility.

SP Merval Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for SP Merval's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as SP Merval, and traders can use it to determine the average amount a SP Merval'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 = 0.0039

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Estimated Market Risk

  actual daily
93% of assets are more volatile

Expected Return

  actual daily
Most of other assets have higher returns

Risk-Adjusted Return

  actual daily
Most of other assets perform better
Based on monthly moving average SP Merval is not performing at its full potential. However, 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 Merval by adding SP Merval to a well-diversified portfolio.