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SP 500   1,670   3.25  Index Moved Up 0.2%
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Collecting data for ^N225

NIKKEI quote and profile

 
 Companies |  Insiders  | Dashboard  
     
Index
N225 NIKKEI 225  Japan AMEX
15381.02
  
20.21  Macroaxis: 0.13 Up   0.13%  
Set N225 As Benchmark   All Benchmarks
Year To Date
823915381
Last 1 Month(s)
1353015381
Trading Day 
1526415388

NIKKEI global risk-return landscape

 Embed Financials for NIKKEI 225
Daily Expected Return (%)
 
Change Benchmark   Risk [Daily Volatility] (%)

NIKKEI Price Prediction

Use this graph to draw trend lines for NIKKEI 225. You can use it to identify possible trend reversals for NIKKEI as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual NIKKEI price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Closing Price
 

NIKKEI Best Fit Change Line

The following chart estimates an ordinary least squares regression model for NIKKEI 225 applied against its price change over selected period. The best fit line has a slop of 106.24 % Macroaxis: change 106.2372549019608 Moved Up which means NIKKEI 225 will continue producing value for investors. It has 36 observation points and regression sum of squers of 1.093647734E7 which is sum of squared deviations of the predicted NIKKEI price change against its avarage change.
Price Growth (%)  
Prediction Trend   NIKKEI   
 
NIKKEI has a best fit line with a correlation coefficient of 0.95. and coefficient of determination of 0.91. Note, that the company had not issued any dividends in recent years.

NIKKEI price boundaries

    
April 23 2013
 13,546 
  
 13,530 
(15.95)  Macroaxis: -0.11775041341838477 Down   0.12%  
Lowest period price (30 days)
May 20 2013
 15,261 
  
 15,361 
100.20  Macroaxis: 0.6565923642632824 Up   0.66%  
Highest period price (30 days)
    
NIKKEI
Performance
28
Out Of
100
Over 30
Days
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Estimated Market Risk

 1.32
  actual daily
 
 83 %
of total potential
 
Market Risk score

Expected Return

 0.7
  actual daily
 
 40 %
of total potential
 
Expected Return score

Risk-Adjusted Return

 0.53
  actual daily
 
 28 %
of total potential
 
Risk-Adjusted Return score
Based on monthly moving average NIKKEI is performing at about 28% 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 NIKKEI by adding it to a well-diversified portfolio.

NIKKEI 225 against other indexes

 Russia RTSI   1.13 % Macroaxis: change 1.13 Moved Up  
 
 Austria ATX   1.01 % Macroaxis: change 1.01 Moved Up  
 
 MI Bursa   0.58 % Macroaxis: 0.58 Moved Up  
 
 Israel TA 100   0.31 % Macroaxis: 0.31 Moved Up  
 
 thisGreen NIKKEI ^N225 agains markets  0.13 % Macroaxis: 0.13 Moved Up  
 
 United States NYSE   0.09 % Macroaxis: 0.09 Moved Up  
 
 Ireland ISEQ   0.08 % Macroaxis: 0.08 Moved Down  
 
 New Zealand NZSE   0.17 % Macroaxis: 0.17 Moved Down  
 
 Singapore Strait   0.30 % Macroaxis: 0.3 Moved Down  
 
 HK Hang   0.54 % Macroaxis: 0.54 Moved Down  
 
 India BSE   0.56 % Macroaxis: 0.56 Moved Down  
 
 Greece ATHEN   3.96 % Macroaxis: change 3.96 Moved Down  
 
 Embed Financials for NIKKEI 225
 
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