NASDAQ Russia Performance

NQRUMCRUB -- USA Index  

 1,485  0.06  0.004%

The entity secures Beta (Market Risk) of 0.0 which conveys that the returns on MARKET and NASDAQ Russia are completely uncorrelated. Even though it is essential to pay attention to NASDAQ Russia Mid 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 Russia exposes twenty-seven different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

NASDAQ Russia Mid Relative Risk vs. Return Landscape

If you would invest  149,519  in NASDAQ Russia Mid Cap RUB Index on September 13, 2019 and sell it today you would lose (1,000.00)  from holding NASDAQ Russia Mid Cap RUB Index or give up 0.67% of portfolio value over 30 days. NASDAQ Russia Mid Cap RUB Index is generating negative expected returns and assumes 0.4729% volatility on return distribution over the 30 days horizon. Simply put, 4% of equities are less volatile than NASDAQ Russia 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 Russia is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 2.06 times less risky than the market. the firm trades about -0.71 of its potential returns per unit of risk. The DOW is currently generating roughly -0.03 of returns per unit of risk over similar time horizon.

NASDAQ Russia Market Risk Analysis

Sharpe Ratio = -0.7071
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NASDAQ Russia Relative Performance Indicators

Estimated Market Risk
 0.47
  actual daily
 
 4 %
of total potential
 
44
Expected Return
 -0.33
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 -0.71
  actual daily
 
 0 %
of total potential
 
00
Based on monthly moving average NASDAQ Russia 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 Russia by adding it to a well-diversified portfolio.

NASDAQ Russia Alerts

Equity Alerts and Improvement Suggestions

NASDAQ Russia Mid is not yet fully synchronised with the market data
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