PSI 20 (Portugal) Performance
| PSI20 Index | 6,418 2.61 0.04% |
The index holds a Beta of 0.0, which implies not very significant fluctuations relative to the market. the returns on MARKET and PSI 20 are completely uncorrelated.
PSI 20 Relative Risk vs. Return Landscape
If you would invest 676,015 in PSI 20 Stock on August 30, 2024 and sell it today you would lose (34,214) from holding PSI 20 Stock or give up 5.06% of portfolio value over 90 days. PSI 20 Stock is generating negative expected returns and assumes 0.7958% volatility on return distribution over the 90 days horizon. Simply put, 7% of indexs are less volatile than PSI, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
PSI 20 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for PSI 20's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as PSI 20 Stock, and traders can use it to determine the average amount a PSI 20'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 = -0.098
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | PSI20 |
Estimated Market Risk
| 0.8 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.08 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average PSI 20 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 PSI 20 by adding PSI 20 to a well-diversified portfolio.
| PSI 20 Stock generated a negative expected return over the last 90 days |