National Storage Performance

National Storage Affiliates Trust -- USA Stock  

USD 24.95  0.05  0.2%

National Storage has performance score of 17 on a scale of 0 to 100. The company secures Beta (Market Risk) of -0.3216 which conveys that as returns on market increase, returns on owning National Storage are expected to decrease at a much smaller rate. During bear market, National Storage is likely to outperform the market.. Although it is extremely important to respect National Storage Aff price patterns, it is better to be realistic regarding the information on equity historical price patterns. The philosophy towards estimating future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing National Storage Aff technical indicators you can presently evaluate if the expected return of 0.1498% will be sustainable into the future. National Storage Aff right now secures a risk of 0.5724%. Please verify National Storage Affiliates Trust Expected Short fall, and the relationship between Value At Risk and Daily Balance Of Power to decide if National Storage Affiliates Trust will be following its current price movements.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  2,415  in National Storage Affiliates Trust on September 21, 2017 and sell it today you would earn a total of  80  from holding National Storage Affiliates Trust or generate 3.31% return on investment over 30 days. National Storage Affiliates Trust is generating 0.1498% of daily returns assuming volatility of 0.5724% on return distribution over 30 days investment horizon. In other words, 5% of equities are less volatile than the company and above 98% of equities are expected to generate higher returns over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Considering 30-days investment horizon, National Storage Affiliates Trust is expected to generate 1.07 times less return on investment than the market. In addition to that, the company is 2.31 times more volatile than its market benchmark. It trades about 0.26 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.65 per unit of volatility.

National Storage Daily Price Distribution

The median price of National Storage for the period between Thu, Sep 21, 2017 and Sat, Oct 21, 2017 is 24.36 with a coefficient of variation of 1.25. The daily time series for the period is distributed with a sample standard deviation of 0.3, arithmetic mean of 24.37, and mean deviation of 0.25. The Stock received some media coverage during the period.
17 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in National Storage Affiliates Trust are ranked lower than 17 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

National Storage Sharpe Ratio = 0.2617
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashNSAAverage
Risk
High
Risk
Huge
Risk
Negative Returns

Estimated Market Risk

 0.57
  actual daily
 
 95 %
of total potential
  

Expected Return

 0.15
  actual daily
 
 2 %
of total potential
  

Risk-Adjusted Return

 0.26
  actual daily
 
 17 %
of total potential
  
Based on monthly moving average National Storage is performing at about 17% 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 National Storage by adding it to a well-diversified portfolio.

Dividends

National Storage Aff Dividends Analysis
Check National Storage Aff dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends