NASDAQ Brazil Performance

NQBR1000JPYN -- USA Index  

 1,306  21.40  1.67%

The entity secures Beta (Market Risk) of 0.0 which conveys that the returns on MARKET and NASDAQ Brazil are completely uncorrelated. Although it is vital to follow to NASDAQ Brazil Basic price patterns, it is good to be conservative about what you can actually do with the information regarding equity historical price patterns. The approach into estimating 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. We have found twenty-eight technical indicators for NASDAQ Brazil which you can use to evaluate performance of the entity.
Horizon     30 Days    Login   to change

NASDAQ Brazil Basic Relative Risk vs. Return Landscape

If you would invest  126,101  in NASDAQ Brazil Basic Matls JPY N on October 22, 2019 and sell it today you would earn a total of  4,542  from holding NASDAQ Brazil Basic Matls JPY N or generate 3.6% return on investment over 30 days. NASDAQ Brazil Basic Matls JPY N is generating 0.8904% of daily returns and assumes 0.6932% volatility on return distribution over the 30 days horizon. Simply put, 6% of equities are less volatile than NASDAQ Brazil and 84% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, NASDAQ Brazil is expected to generate 1.07 times more return on investment than the market. However, the company is 1.07 times more volatile than its market benchmark. It trades about 1.28 of its potential returns per unit of risk. The DOW is currently generating roughly 0.2 per unit of risk.

NASDAQ Brazil Market Risk Analysis

Sharpe Ratio = 1.2845
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NASDAQ Brazil Relative Performance Indicators

Estimated Market Risk
 0.69
  actual daily
 
 6 %
of total potential
 
66
Expected Return
 0.89
  actual daily
 
 16 %
of total potential
 
1616
Risk-Adjusted Return
 1.28
  actual daily
 
 86 %
of total potential
 
8686
Based on monthly moving average NASDAQ Brazil is performing at about 86% 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 NASDAQ Brazil by adding it to a well-diversified portfolio.

NASDAQ Brazil Alerts

Equity Alerts and Improvement Suggestions

NASDAQ Brazil Basic is not yet fully synchronised with the market data
See also Your Current Watchlist. Please also try Pair Correlation module to compare performance and examine historical correlation between any two equity instruments.
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