NASDAQ Brazil Performance

NQBR8000LM -- USA Index  

 1,318  4.93  0.38%

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 extremely important to respect NASDAQ Brazil Financ price patterns, it is better to be realistic regarding the information on 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. By inspecting NASDAQ Brazil Financ technical indicators you can now evaluate if the expected return of 0.0643% will be sustainable into the future.
Horizon     30 Days    Login   to change

NASDAQ Brazil Financ Relative Risk vs. Return Landscape

If you would invest  129,961  in NASDAQ Brazil Financials Large on October 19, 2019 and sell it today you would earn a total of  1,854  from holding NASDAQ Brazil Financials Large or generate 1.43% return on investment over 30 days. NASDAQ Brazil Financials Large is generating 0.0643% of daily returns and assumes 2.2093% volatility on return distribution over the 30 days horizon. Simply put, 19% 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 generate 1.88 times less return on investment than the market. In addition to that, the company is 3.07 times more volatile than its market benchmark. It trades about 0.03 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.17 per unit of volatility.

NASDAQ Brazil Market Risk Analysis

Sharpe Ratio = 0.0291
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashSmall
Risk
NQBR8000LMHigh
Risk
Huge
Risk
Negative Returns

NASDAQ Brazil Relative Performance Indicators

Estimated Market Risk
 2.21
  actual daily
 
 19 %
of total potential
 
1919
Expected Return
 0.06
  actual daily
 
 1 %
of total potential
 
11
Risk-Adjusted Return
 0.03
  actual daily
 
 1 %
of total potential
 
11
Based on monthly moving average NASDAQ Brazil is performing at about 1% 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.
Search macroaxis.com