NASDAQ Korea Performance

NQKRLMJPYT -- USA Index  

 1,267  20.06  1.61%

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 vital to follow to NASDAQ Korea Large 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. We have found twenty-eight technical indicators for NASDAQ Korea which you can use to evaluate performance of the entity.
Horizon     30 Days    Login   to change

NASDAQ Korea Large Relative Risk vs. Return Landscape

If you would invest  122,008  in NASDAQ Korea Large Mid Cap JPY on September 23, 2019 and sell it today you would earn a total of  4,646  from holding NASDAQ Korea Large Mid Cap JPY or generate 3.81% return on investment over 30 days. NASDAQ Korea Large Mid Cap JPY is generating 0.9514% of daily returns and assumes 1.8514% volatility on return distribution over the 30 days horizon. Simply put, 16% of equities are less volatile than NASDAQ Korea and 82% 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 1.86 times more return on investment than the market. However, the company is 1.86 times more volatile than its market benchmark. It trades about 0.51 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 = 0.5139
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NASDAQ Korea Relative Performance Indicators

Estimated Market Risk
 1.85
  actual daily
 
 16 %
of total potential
 
1616
Expected Return
 0.95
  actual daily
 
 17 %
of total potential
 
1717
Risk-Adjusted Return
 0.51
  actual daily
 
 34 %
of total potential
 
3434
Based on monthly moving average NASDAQ Korea is performing at about 34% 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 Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
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