Nyse Composite Index Performance
| NYA Index | 20,272 62.22 0.31% |
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 Relative Risk vs. Return Landscape
If you would invest 1,901,742 in NYSE Composite on September 1, 2024 and sell it today you would earn a total of 125,462 from holding NYSE Composite or generate 6.6% return on investment over 90 days. NYSE Composite is generating 0.1032% of daily returns and assumes 0.5916% volatility on return distribution over the 90 days horizon. Simply put, 5% of indexs are less volatile than NYSE, and 98% 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 = 0.1744
| Best Portfolio | Best Equity | |||
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| Cash | NYA | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.59 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.1 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.17 actual daily | 13 87% of assets perform better |
Based on monthly moving average NYSE Composite is performing at about 13% 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 NYSE Composite by adding it to a well-diversified portfolio.