NQEGT has Sharpe Ratio of -0.0131 which conveys that the entity had -0.0131% of return per unit of risk over the last 3 months. Macroaxis philosophy in estimating risk of any index is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. NQEGT exposes twenty-six different technical indicators which can help you to evaluate volatility that cannot be diversified away.
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The price series of NQEGT for the period between Sat, Jun 22, 2019 and Fri, Sep 20, 2019 has a statistical range of 1424.99 with a coefficient of variation of 60.31. The daily prices for the period are distributed with arithmetic mean of 1062.74. The median price for the last 30 days is 1423.41
Analyze risk-adjusted returns against different time horizons to find asset-allocation targets
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See also Your Current Watchlist. Please also try Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.