NQ US Performance

NQUSB5333GBPN -- USA Index  

 1,481  12.18  0.83%

The index owns Beta (Systematic Risk) of 0.0 which conveys that the returns on MARKET and NQ US are completely uncorrelated. Although it is vital to follow to NQ US Bnchmk existing price patterns, it is good to be conservative about what you can actually do with the information regarding equity price patterns. The way in which we are 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 analyzing NQ US Bnchmk technical indicators you can at this moment evaluate if the expected return of 0.4152% will be sustainable into the future.
Horizon     30 Days    Login   to change

NQ US Bnchmk Relative Risk vs. Return Landscape

If you would invest  146,257  in NQ US Bnchmk Drug Rtlrs GBP NTR on September 21, 2019 and sell it today you would earn a total of  1,827  from holding NQ US Bnchmk Drug Rtlrs GBP NTR or generate 1.25% return on investment over 30 days. NQ US Bnchmk Drug Rtlrs GBP NTR is generating 0.4152% of daily returns and assumes 0.4147% volatility on return distribution over the 30 days horizon. Simply put, 3% of equities are less volatile than NQ US and 93% 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, NQ US is expected to generate 0.42 times more return on investment than the market. However, the company is 2.38 times less risky than the market. It trades about 1.0 of its potential returns per unit of risk. The DOW is currently generating roughly -0.03 per unit of risk.

NQ US Market Risk Analysis

Sharpe Ratio = 1.0014
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NQ US Relative Performance Indicators

Estimated Market Risk
 0.41
  actual daily
 
 3 %
of total potential
 
33
Expected Return
 0.42
  actual daily
 
 7 %
of total potential
 
77
Risk-Adjusted Return
 1.0
  actual daily
 
 67 %
of total potential
 
6767
Based on monthly moving average NQ US is performing at about 67% 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 NQ US by adding it to a well-diversified portfolio.

NQ US Alerts

Equity Alerts and Improvement Suggestions

NQ US Bnchmk is not yet fully synchronised with the market data
See also Your Current Watchlist. Please also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
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