NQ US Performance

NQUSS3763GBPN -- USA Index  

 874.35  7.85  0.89%

The index owns Beta (Systematic Risk) of 0.0 which conveys that the returns on MARKET and NQ US are completely uncorrelated. Even though it is essential to pay attention to NQ US Sm existing price patterns, it is always good to be careful when utilizing equity price patterns. Macroaxis way in which we are 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. NQ US exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

NQ US Sm Relative Risk vs. Return Landscape

If you would invest  88,109  in NQ US Sm Cap Clothing Accesso on September 21, 2019 and sell it today you would lose (674.00)  from holding NQ US Sm Cap Clothing Accesso or give up 0.76% of portfolio value over 30 days. NQ US Sm Cap Clothing Accesso is generating negative expected returns and assumes 0.4697% volatility on return distribution over the 30 days horizon. Simply put, 4% of equities are less volatile than NQ US 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, NQ US is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 2.1 times less risky than the market. the firm trades about -0.41 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.

NQ US Market Risk Analysis

Sharpe Ratio = -0.4066
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative ReturnsNQUSS3763GBPN

NQ US Relative Performance Indicators

Estimated Market Risk
 0.47
  actual daily
 
 4 %
of total potential
 
44
Expected Return
 -0.19
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 -0.41
  actual daily
 
 0 %
of total potential
 
00
Based on monthly moving average NQ US 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 NQ US by adding it to a well-diversified portfolio.

NQ US Alerts

Equity Alerts and Improvement Suggestions

NQ US Sm is not yet fully synchronised with the market data
NQ US Sm generates negative expected return over the last 30 days
See also Your Current Watchlist. Please also try Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
Search macroaxis.com