NQ US Performance

NQUSM2353AUD -- USA Index  

 2,652  20.12  0.76%

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 Md 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. We have found twenty-eight technical indicators for NQ US which you can use to evaluate performance of the organization.
Horizon     30 Days    Login   to change

NQ US Md Relative Risk vs. Return Landscape

If you would invest  246,422  in NQ US Md Cap Bldg Matls Fixtu on October 16, 2019 and sell it today you would earn a total of  18,804  from holding NQ US Md Cap Bldg Matls Fixtu or generate 7.63% return on investment over 30 days. NQ US Md Cap Bldg Matls Fixtu is generating 0.8288% of daily returns and assumes 1.3822% volatility on return distribution over the 30 days horizon. Simply put, 12% of equities are less volatile than NQ US and 85% 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 1.9 times more return on investment than the market. However, the company is 1.9 times more volatile than its market benchmark. It trades about 0.6 of its potential returns per unit of risk. The DOW is currently generating roughly 0.14 per unit of risk.

NQ US Market Risk Analysis

Sharpe Ratio = 0.5996
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NQ US Relative Performance Indicators

Estimated Market Risk
 1.38
  actual daily
 
 12 %
of total potential
 
1212
Expected Return
 0.83
  actual daily
 
 15 %
of total potential
 
1515
Risk-Adjusted Return
 0.6
  actual daily
 
 40 %
of total potential
 
4040
Based on monthly moving average NQ US is performing at about 40% 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 Md is not yet fully synchronised with the market data
See also Your Current Watchlist. Please also try Bollinger Bands module to use bollinger bands indicator to analyze target price for a given investing horizon.
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