NASDQ JAPAN Performance

NQJPN -- USA Index  

 1,885  3.71  0.20%

The entity secures Beta (Market Risk) of 0.0 which conveys that the returns on MARKET and NASDQ JAPAN are completely uncorrelated. Although it is vital to follow to NASDQ JAPAN NTR 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 NASDQ JAPAN NTR technical indicators you can now evaluate if the expected return of 0.4457% will be sustainable into the future.
Horizon     30 Days    Login   to change

NASDQ JAPAN NTR Relative Risk vs. Return Landscape

If you would invest  172,611  in NASDQ JAPAN NTR IDX on November 7, 2019 and sell it today you would earn a total of  15,890  from holding NASDQ JAPAN NTR IDX or generate 9.21% return on investment over 30 days. NASDQ JAPAN NTR IDX is generating 0.4457% of daily returns assuming 0.9632% volatility of returns over the 30 days investment horizon. Simply put, 8% of all equities have less volatile historical return distribution than NASDQ JAPAN and 92% 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, NASDQ JAPAN is expected to generate 1.58 times more return on investment than the market. However, the company is 1.58 times more volatile than its market benchmark. It trades about 0.46 of its potential returns per unit of risk. The DOW is currently generating roughly 0.11 per unit of risk.

NASDQ JAPAN Market Risk Analysis

Sharpe Ratio = 0.4627
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small ReturnsNQJPN
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative Returns

NASDQ JAPAN Relative Performance Indicators

Estimated Market Risk
 0.96
  actual daily
 
 8 %
of total potential
 
88
Expected Return
 0.45
  actual daily
 
 8 %
of total potential
 
88
Risk-Adjusted Return
 0.46
  actual daily
 
 31 %
of total potential
 
3131
Based on monthly moving average NASDQ JAPAN is performing at about 31% 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 NASDQ JAPAN by adding it to a well-diversified portfolio.

NASDQ JAPAN Alerts

Equity Alerts and Improvement Suggestions

NASDQ JAPAN NTR is not yet fully synchronised with the market data
See also Your Current Watchlist. Please also try Crypto Portfolio Optimizer module to optimize portfolio of digital coins and token across multiple currency and exchanges.
Search macroaxis.com