SP 500 Index Performance

GSPC
 Index
  

 3,819  2.72  0.07%   

The entity owns a Beta (Systematic Risk) of 0.0, which indicates not very significant fluctuations relative to the market. Let's try to break down what SP 500's beta means in this case. the returns on MARKET and SP 500 are completely uncorrelated. Even though it is essential to pay attention to SP 500 existing price patterns, it is always good to be careful when utilizing equity price patterns. Our approach towards measuring 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. SP 500 exposes twenty-one different technical indicators, which can help you to evaluate its performance.
  
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SP 500 Relative Risk vs. Return Landscape

If you would invest  453,041  in SP 500 on March 31, 2022 and sell it today you would lose (71,158)  from holding SP 500 or give up 15.71% of portfolio value over 90 days. SP 500 is currently producing negative expected returns and takes up 1.7832% volatility of returns over 90 trading days. Put another way, 15% of traded indexs are less volatile than SP 500, 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 SP 500 is expected to under-perform the market. In addition to that, the company is 1.24 times more volatile than its market benchmark. It trades about -0.15 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.12 per unit of volatility.

SP 500 Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for SP 500's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as SP 500, and traders can use it to determine the average amount a SP 500'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 = -0.1455

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Estimated Market Risk
 1.78
  actual daily
 
 15 %
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1515
Expected Return
 -0.26
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Risk-Adjusted Return
 -0.15
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Based on monthly moving average SP 500 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 SP 500 by adding it to a well-diversified portfolio.

About SP 500 Performance

To evaluate SP 500 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 SP 500 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 SP 500 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 SP 500 stock market performance in a much more refined way. At Macroaxis, we take it even further. The Macroaxis performance score is an integer between 0 and 100 that represents SP 500'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 SP 500

Checking the ongoing alerts about SP 500 for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for SP 500 help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

SP 500 Alerts

Equity Alerts and Improvement Suggestions

SP 500 generated a negative expected return over the last 90 days
Check out Your Current Watchlist. Note that the SP 500 information on this page should be used as a complementary analysis to other SP 500'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 Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.

Other Tools for SP 500 Index

When running SP 500 price analysis, check to measure SP 500'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 SP 500 is operating at the current time. Most of SP 500's value examination focuses on studying past and present price action to predict the probability of SP 500's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move SP 500's price. Additionally, you may evaluate how the addition of SP 500 to your portfolios can decrease your overall portfolio volatility.
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