NQ US Performance

NQUSS3767GBP -- USA Index  

 2,314  38.42  1.63%

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 extremely important to respect NQ US Sm existing price patterns, it is better to be realistic regarding the information on 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 Sm technical indicators you can at this moment evaluate if the expected return of 0.078% will be sustainable into the future.
Horizon     30 Days    Login   to change

NQ US Sm Relative Risk vs. Return Landscape

If you would invest  228,549  in NQ US Sm Cap Psnl Products GBP on October 13, 2019 and sell it today you would earn a total of  2,846  from holding NQ US Sm Cap Psnl Products GBP or generate 1.25% return on investment over 30 days. NQ US Sm Cap Psnl Products GBP is generating 0.078% of daily returns and assumes 2.4323% volatility on return distribution over the 30 days horizon. Simply put, 21% 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 generate 1.7 times less return on investment than the market. In addition to that, the company is 3.28 times more volatile than its market benchmark. It trades about 0.03 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.18 per unit of volatility.

NQ US Market Risk Analysis

Sharpe Ratio = 0.0321
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NQ US Relative Performance Indicators

Estimated Market Risk
 2.43
  actual daily
 
 21 %
of total potential
 
2121
Expected Return
 0.08
  actual daily
 
 1 %
of total potential
 
11
Risk-Adjusted Return
 0.03
  actual daily
 
 2 %
of total potential
 
22
Based on monthly moving average NQ US is performing at about 2% 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
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