Nyse Composite Index Performance
| NYA Index | 15,963 33.84 0.21% |
The index secures a Beta (Market Risk) of 0.0, which conveys not very significant fluctuations relative to the market. the returns on MARKET and NYSE Composite are completely uncorrelated. NYSE Composite exposes twenty-two different technical indicators, which can help you to evaluate its performance.
NYSE Composite Relative Risk vs. Return Landscape
If you would invest 1,600,037 in NYSE Composite on August 31, 2023 and sell it today you would lose (3,738) from holding NYSE Composite or give up 0.23% of portfolio value over 90 days. NYSE Composite is generating negative expected returns and assumes 0.7756% volatility on return distribution over the 90 days horizon. Simply put, 6% of indexs are less volatile than NYSE, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
NYSE Composite Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for NYSE Composite's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as NYSE Composite, and traders can use it to determine the average amount a NYSE Composite'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 = -0.001
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | NYA |
Estimated Market Risk
| 0.78 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 actual daily | 0 Most of other assets perform better |
Based on monthly moving average NYSE Composite 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 NYSE Composite by adding NYSE Composite to a well-diversified portfolio.
Things to note about NYSE Composite performance evaluation
Checking the ongoing alerts about NYSE Composite for important developments is a great way to find new opportunities for your next move. Index alerts and notifications screener for NYSE Composite help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| NYSE Composite generated a negative expected return over the last 90 days |
- Analyzing NYSE Composite's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether NYSE Composite's stock is overvalued or undervalued compared to its peers.
- Examining NYSE Composite's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating NYSE Composite's management team can have a significant impact on its success or failure. Reviewing the track record and experience of NYSE Composite's management team can help you assess the index's leadership.
- Pay attention to analyst opinions and ratings of NYSE Composite's index. These opinions can provide insight into NYSE Composite's potential for growth and whether the stock is currently undervalued or overvalued.
Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any index could be tightly coupled with the direction of predictive economic indicators such as signals in gross domestic product. You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
Complementary Tools for NYSE Index analysis
When running NYSE Composite's price analysis, check to measure NYSE Composite'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 NYSE Composite is operating at the current time. Most of NYSE Composite's value examination focuses on studying past and present price action to predict the probability of NYSE Composite's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move NYSE Composite's price. Additionally, you may evaluate how the addition of NYSE Composite to your portfolios can decrease your overall portfolio volatility.
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