NASDAQ Brazil Performance

NQBR1000JPYT -- USA Index  

 1,275  1.57  0.12%

The entity secures Beta (Market Risk) of 0.0 which conveys that the returns on MARKET and NASDAQ Brazil are completely uncorrelated. Even though it is essential to pay attention to NASDAQ Brazil Basic price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis approach into estimating future performance of any index is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. NASDAQ Brazil exposes twenty-seven different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

NASDAQ Brazil Basic Relative Risk vs. Return Landscape

If you would invest  130,927  in NASDAQ Brazil Basic Matls JPY T on October 18, 2019 and sell it today you would lose (3,449)  from holding NASDAQ Brazil Basic Matls JPY T or give up 2.63% of portfolio value over 30 days. NASDAQ Brazil Basic Matls JPY T is generating negative expected returns and assumes 1.6213% volatility on return distribution over the 30 days horizon. Simply put, 14% of equities are less volatile than NASDAQ Brazil and 99% 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 under-perform the market. In addition to that, the company is 2.27 times more volatile than its market benchmark. It trades about -0.54 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.15 per unit of volatility.

NASDAQ Brazil Market Risk Analysis

Sharpe Ratio = -0.5409
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NASDAQ Brazil Relative Performance Indicators

Estimated Market Risk
 1.62
  actual daily
 
 14 %
of total potential
 
1414
Expected Return
 -0.88
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 -0.54
  actual daily
 
 0 %
of total potential
 
00
Based on monthly moving average NASDAQ Brazil is performing at about 0% 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
NASDAQ Brazil Basic generates negative expected return over the last 30 days
See also Your Current Watchlist. Please also try Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
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