IBEX 35 (Spain) Performance

IBEX
 Index
  

 7,367  66.70  0.91%   

The entity retains a Market Volatility (i.e., Beta) of 0.0, which attests to not very significant fluctuations relative to the market. Let's try to break down what IBEX 35's beta means in this case. the returns on MARKET and IBEX 35 are completely uncorrelated. Even though it is essential to pay attention to IBEX 35 current price history, it is always good to be careful when utilizing equity current price movements. Our approach into determining any index's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. IBEX 35 exposes twenty-seven different technical indicators, which can help you to evaluate its performance.

IBEX 35 Relative Risk vs. Return Landscape

If you would invest  816,180  in IBEX 35 on July 3, 2022 and sell it today you would lose (79,500)  from holding IBEX 35 or give up 9.74% of portfolio value over 90 days. IBEX 35 is currently producing negative expected returns and takes up 1.0346% volatility of returns over 90 trading days. Put another way, 8% of traded indexs are less volatile than IBEX 35, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.
  Daily Expected Return (%)  
       Risk (%)  
Assuming the 90 days horizon IBEX 35 is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.11 times less risky than the market. the firm trades about -0.15 of its potential returns per unit of risk. The DOW is currently generating roughly -0.1 of returns per unit of risk over similar time horizon.

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, 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 = -0.1472

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Negative ReturnsIBEX
Estimated Market Risk
 1.03
  actual daily
 
 8 %
of total potential
 
88
Expected Return
 -0.15
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 -0.15
  actual daily
 
 0 %
of total potential
 
00
Based on monthly moving average IBEX 35 is performing at about 0% 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 IBEX 35 by adding it to a well-diversified portfolio.

About IBEX 35 Performance

To evaluate IBEX 35 Index as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when IBEX 35 generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare IBEX 35 Index's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand IBEX 35 market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents IBEX 35's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.

Things to note about IBEX 35

Checking the ongoing alerts about IBEX 35 for important developments is a great way to find new opportunities for your next move. Index alerts and notifications screener for IBEX 35 help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

IBEX 35 Alerts

Equity Alerts and Improvement Suggestions

IBEX 35 generated a negative expected return over the last 90 days
Check out Your Current Watchlist. Note that the IBEX 35 information on this page should be used as a complementary analysis to other IBEX 35's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.

Other Tools for IBEX 35 Index

When running IBEX 35 price analysis, check to measure IBEX 35'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 IBEX 35 is operating at the current time. Most of IBEX 35's value examination focuses on studying past and present price action to predict the probability of IBEX 35's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move IBEX 35's price. Additionally, you may evaluate how the addition of IBEX 35 to your portfolios can decrease your overall portfolio volatility.
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