NASDAQ EMEA Performance

NQEMEA3300LMJPYT -- USA Index  

 1,057  20.60  1.91%

The entity secures Beta (Market Risk) of 0.0 which conveys that the returns on MARKET and NASDAQ EMEA are completely uncorrelated. Although it is vital to follow to NASDAQ EMEA Auto 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. By inspecting NASDAQ EMEA Auto technical indicators you can now evaluate if the expected return of 0.3653% will be sustainable into the future.
Horizon     30 Days    Login   to change

NASDAQ EMEA Auto Relative Risk vs. Return Landscape

If you would invest  94,559  in NASDAQ EMEA Auto Parts Lg Md on October 16, 2019 and sell it today you would earn a total of  11,171  from holding NASDAQ EMEA Auto Parts Lg Md or generate 11.81% return on investment over 30 days. NASDAQ EMEA Auto Parts Lg Md is generating 0.3653% of daily returns and assumes 2.3641% volatility on return distribution over the 30 days horizon. Simply put, 21% of equities are less volatile than NASDAQ EMEA and 94% 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 EMEA is expected to generate 3.25 times more return on investment than the market. However, the company is 3.25 times more volatile than its market benchmark. It trades about 0.15 of its potential returns per unit of risk. The DOW is currently generating roughly 0.15 per unit of risk.

NASDAQ EMEA Market Risk Analysis

Sharpe Ratio = 0.1545
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NASDAQ EMEA Relative Performance Indicators

Estimated Market Risk
 2.36
  actual daily
 
 21 %
of total potential
 
2121
Expected Return
 0.37
  actual daily
 
 7 %
of total potential
 
77
Risk-Adjusted Return
 0.15
  actual daily
 
 10 %
of total potential
 
1010
Based on monthly moving average NASDAQ EMEA is performing at about 10% 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 EMEA by adding it to a well-diversified portfolio.
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