NASDAQ Korea Performance

NQKRLMJPYN -- USA Index  

 1,216  14.99  1.25%

The entity secures Beta (Market Risk) of 0.0 which conveys that the returns on MARKET and NASDAQ Korea are completely uncorrelated. Although it is extremely important to respect NASDAQ Korea Large 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 Korea Large technical indicators you can now evaluate if the expected return of 0.0336% will be sustainable into the future.
Horizon     30 Days    Login   to change

NASDAQ Korea Large Relative Risk vs. Return Landscape

If you would invest  121,543  in NASDAQ Korea Large Mid Cap JPY on September 22, 2019 and sell it today you would earn a total of  105.00  from holding NASDAQ Korea Large Mid Cap JPY or generate 0.09% return on investment over 30 days. NASDAQ Korea Large Mid Cap JPY is generating 0.0336% of daily returns and assumes 1.1976% volatility on return distribution over the 30 days horizon. Simply put, 10% of equities are less volatile than NASDAQ Korea 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 Korea is expected to generate 1.21 times more return on investment than the market. However, the company is 1.21 times more volatile than its market benchmark. It trades about 0.03 of its potential returns per unit of risk. The DOW is currently generating roughly -0.02 per unit of risk.

NASDAQ Korea Market Risk Analysis

Sharpe Ratio = 0.028
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NASDAQ Korea Relative Performance Indicators

Estimated Market Risk
 1.2
  actual daily
 
 10 %
of total potential
 
1010
Expected Return
 0.03
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 0.03
  actual daily
 
 1 %
of total potential
 
11
Based on monthly moving average NASDAQ Korea 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 Korea by adding it to a well-diversified portfolio.

NASDAQ Korea Alerts

Equity Alerts and Improvement Suggestions

NASDAQ Korea Large is not yet fully synchronised with the market data
See also Your Current Watchlist. Please also try Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.
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