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S&P 500   1,667   17.00  Index Moved Up 1.03%
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Collecting data for ^NZ50

NZSE quote and profile

 
 Companies |  Insiders  | Dashboard  
     
4610.72
  
12.88  Macroaxis: 0.28 Up   0.28%  
Year To Date
33764551
Trading Day 
45944614
NZ50 NZSE  New Zealand NZSE
May 19 2013 

NZSE global risk-return landscape

 Embed Financials for NZSE
Daily Expected Return (%)
 
Risk [Daily Volatility] (%)

NZSE Price Prediction

Use this graph to draw trend lines for NZSE. You can use it to identify possible trend reversals for NZSE 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 NZSE price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Closing Price
 

NZSE Best Fit Change Line

The following chart estimates an ordinary least squares regression model for NZSE applied against its price change over selected period. The best fit line has a slop of 8.57 % Macroaxis: change 8.56681203007519 Moved Up which means NZSE will continue producing value for investors. It has 40 observation points and regression sum of squers of 97609.06 which is sum of squared deviations of the predicted NZSE price change against its avarage change.
Price Growth (%)  
NZSE   Prediction Trend   
 
NZSE has a best fit line with a correlation coefficient of 0.83. and coefficient of determination of 0.69. Note, that the company had not issued any dividends in recent years.

NZSE price boundaries

    
April 19 2013
 4,442 
  
 4,444 
2.40  Macroaxis: 0.05402850003375962 Up   0.05%  
Lowest period price (30 days)
May 13 2013
 4,653 
  
 4,672 
18.86  Macroaxis: 0.4053490601318047 Up   0.41%  
Highest period price (30 days)
    
NZSE
Performance
16
Out Of
100
Over 30
Days
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Average Returns
Small ReturnsNZ50
CashSmall
Risk
Average
Risk
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Negative Returns

Estimated Market Risk

 0.56
  actual daily
 
 93 %
of total potential
 
Market Risk score

Expected Return

 0.17
  actual daily
 
 9 %
of total potential
 
Expected Return score

Risk-Adjusted Return

 0.3
  actual daily
 
 16 %
of total potential
 
Risk-Adjusted Return score
Based on monthly moving average NZSE is performing at about 16% 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 NZSE by adding it to a well-diversified portfolio.

NZSE against other indexes

 Russia RTSI   1.79 % Macroaxis: change 1.79 Moved Up  
 
 HK Hang   1.65 % Macroaxis: change 1.65 Moved Up  
 
 Greece ATHEN   1.62 % Macroaxis: change 1.62 Moved Up  
 
 Japan NIKKEI   1.44 % Macroaxis: change 1.44 Moved Up  
 
 United States NYSE   0.92 % Macroaxis: 0.92 Moved Up  
 
 Israel TA 100   0.52 % Macroaxis: 0.52 Moved Up  
 
 MI Bursa   0.42 % Macroaxis: 0.42 Moved Up  
 
 thisGreen NZSE ^NZ50 agains markets  0.28 % Macroaxis: 0.28 Moved Up  
 
 Austria ATX   0.20 % Macroaxis: 0.2 Moved Up  
 
 India BSE   0.19 % Macroaxis: 0.19 Moved Up  
 
 Ireland ISEQ   0.18 % Macroaxis: 0.18 Moved Up  
 
 Singapore Strait   0.00 % No Change  
 Embed Financials for NZSE
 
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