NASDAQ Philippines Performance

NQPH2000AUD -- USA Index  

 1,031  14.91  1.43%

The entity secures Beta (Market Risk) of 0.0 which conveys that the returns on MARKET and NASDAQ Philippines are completely uncorrelated. Even though it is essential to pay attention to NASDAQ Philippines Inds price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis approach into estimating future performance of any index is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. NASDAQ Philippines exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

NASDAQ Philippines Inds Relative Risk vs. Return Landscape

If you would invest  107,131  in NASDAQ Philippines Inds AUD Ind on October 19, 2019 and sell it today you would lose (4,052)  from holding NASDAQ Philippines Inds AUD Ind or give up 3.78% of portfolio value over 30 days. NASDAQ Philippines Inds AUD Ind is generating negative expected returns and assumes 2.2413% volatility on return distribution over the 30 days horizon. Simply put, 20% of equities are less volatile than NASDAQ Philippines 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 Philippines is expected to under-perform the market. In addition to that, the company is 3.11 times more volatile than its market benchmark. It trades about -0.06 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.17 per unit of volatility.

NASDAQ Philippines Market Risk Analysis

Sharpe Ratio = -0.0609
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Negative ReturnsNQPH2000AUD

NASDAQ Philippines Relative Performance Indicators

Estimated Market Risk
 2.24
  actual daily
 
 20 %
of total potential
 
2020
Expected Return
 -0.14
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 -0.06
  actual daily
 
 0 %
of total potential
 
00
Based on monthly moving average NASDAQ Philippines is performing at about 0% 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 Philippines by adding it to a well-diversified portfolio.

NASDAQ Philippines Alerts

Equity Alerts and Improvement Suggestions

NASDAQ Philippines generates negative expected return over the last 30 days
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