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Dow Jones Performance

DOW
DJT -- USA Index  

 11,015  71.92  0.66%

The organization shows Beta (market volatility) of 0.0 which denotes to the fact that the returns on MARKET and Dow Jones are completely uncorrelated. Although it is extremely important to respect Dow Jones Transporta historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards predicting future performance of any index is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By reviewing Dow Jones Transporta technical indicators you can presently evaluate if the expected return of 0.0392% will be sustainable into the future.

Dow Jones Transporta Relative Risk vs. Return Landscape

If you would invest  1,078,515  in Dow Jones Transportation Averag on January 21, 2020 and sell it today you would earn a total of  23,001  from holding Dow Jones Transportation Averag or generate 2.13% return on investment over 30 days. Dow Jones Transportation Averag is currently generating 0.0392% of daily expected returns and assumes 1.0695% risk (volatility on return distribution) over the 30 days horizon. In different words, 9% of equities are less volatile than Dow Jones and 99% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
 Daily Expected Return (%) 
    
  Risk (%) 
Given the investment horizon of 30 days, Dow Jones is expected to generate 2.23 times less return on investment than the market. In addition to that, the company is 1.33 times more volatile than its market benchmark. It trades about 0.04 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.11 per unit of volatility.

Dow Jones Market Risk Analysis

Sharpe Ratio = 0.0366
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Dow Jones Relative Performance Indicators

Estimated Market Risk
 1.07
  actual daily
 
 9 %
of total potential
 
99
Expected Return
 0.04
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 0.04
  actual daily
 
 2 %
of total potential
 
22
Based on monthly moving average Dow Jones is performing at about 2% 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 Dow Jones by adding it to a well-diversified portfolio.
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