NASDAQ Russia Performance

NQRU7000LMN -- USA Index  

 1,030  10.23  1.00%

The entity secures Beta (Market Risk) of 0.0 which conveys that the returns on MARKET and NASDAQ Russia are completely uncorrelated. Although it is vital to follow to NASDAQ Russia Utilities 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 Russia Utilities technical indicators you can now evaluate if the expected return of 0.354% will be sustainable into the future.
Horizon     30 Days    Login   to change

NASDAQ Russia Utilities Relative Risk vs. Return Landscape

If you would invest  97,473  in NASDAQ Russia Utilities Large M on October 19, 2019 and sell it today you would earn a total of  5,557  from holding NASDAQ Russia Utilities Large M or generate 5.7% return on investment over 30 days. NASDAQ Russia Utilities Large M is generating 0.354% of daily returns and assumes 3.5765% volatility on return distribution over the 30 days horizon. Simply put, 32% of equities are less volatile than NASDAQ Russia 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 Russia is expected to generate 5.0 times more return on investment than the market. However, the company is 5.0 times more volatile than its market benchmark. It trades about 0.1 of its potential returns per unit of risk. The DOW is currently generating roughly 0.17 per unit of risk.

NASDAQ Russia Market Risk Analysis

Sharpe Ratio = 0.099
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NASDAQ Russia Relative Performance Indicators

Estimated Market Risk
 3.58
  actual daily
 
 32 %
of total potential
 
3232
Expected Return
 0.35
  actual daily
 
 6 %
of total potential
 
66
Risk-Adjusted Return
 0.1
  actual daily
 
 6 %
of total potential
 
66
Based on monthly moving average NASDAQ Russia is performing at about 6% 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 Russia by adding it to a well-diversified portfolio.

NASDAQ Russia Alerts

Equity Alerts and Improvement Suggestions

NASDAQ Russia is not yet fully synchronised with the market data
NASDAQ Russia has very high historical volatility over the last 30 days
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