Sp Global 1200 Index Performance
| SGLY Index | 4,179 14.45 0.35% |
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 GLOBAL are completely uncorrelated.
SP GLOBAL Relative Risk vs. Return Landscape
If you would invest 393,718 in SP GLOBAL 1200 on September 4, 2024 and sell it today you would earn a total of 24,181 from holding SP GLOBAL 1200 or generate 6.14% return on investment over 90 days. SP GLOBAL 1200 is generating 0.0934% of daily returns and assumes 0.5819% volatility on return distribution over the 90 days horizon. Simply put, 5% of indexs are less volatile than SGLY, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
SP GLOBAL Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for SP GLOBAL's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as SP GLOBAL 1200, and traders can use it to determine the average amount a SP GLOBAL'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 = 0.1605
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Estimated Market Risk
| 0.58 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.09 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.16 actual daily | 12 88% of assets perform better |
Based on monthly moving average SP GLOBAL is performing at about 12% 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 SP GLOBAL by adding it to a well-diversified portfolio.