IBEX 35 (Spain) Performance
| IBEX Index | 11,173 100.50 0.89% |
The entity retains a Market Volatility (i.e., Beta) of 0.0, which attests to not very significant fluctuations relative to the market. the returns on MARKET and IBEX 35 are completely uncorrelated.
IBEX 35 Relative Risk vs. Return Landscape
If you would invest 1,135,720 in IBEX 35 Index on June 9, 2024 and sell it today you would lose (18,420) from holding IBEX 35 Index or give up 1.62% of portfolio value over 90 days. IBEX 35 Index is generating negative expected returns and assumes 0.8973% volatility on return distribution over the 90 days horizon. Simply put, 7% of indexs are less volatile than IBEX, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
IBEX 35 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for IBEX 35's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as IBEX 35 Index, and traders can use it to determine the average amount a IBEX 35'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 = -0.0232
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | IBEX |
Estimated Market Risk
| 0.9 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average IBEX 35 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 IBEX 35 by adding IBEX 35 to a well-diversified portfolio.
| IBEX 35 Index generated a negative expected return over the last 90 days |