NQ US Performance

NQUSS8637GBP -- USA Index  

 1,589  22.85  1.46%

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 essential to pay attention to NQ US Sm existing price patterns, it is also good to be reasonable about what you can actually do with equity price patterns. Macroaxis way in which we are estimating future performance of any index is to look not only at its past charts but also at the business as a whole, including all fundamental and technical indicators. To evaluate if NQ US expected return of 1.6445 will be sustainable into the future, we have found twenty-eight different technical indicators which can help you to check if the expected returns are sustainable.
Horizon     30 Days    Login   to change

NQ US Sm Relative Risk vs. Return Landscape

If you would invest  136,990  in NQ US Sm Cap Real Estate Svcs G on October 16, 2019 and sell it today you would earn a total of  21,959  from holding NQ US Sm Cap Real Estate Svcs G or generate 16.03% return on investment over 30 days. NQ US Sm Cap Real Estate Svcs G is generating 1.6445% of daily returns and assumes 5.9013% volatility on return distribution over the 30 days horizon. Simply put, 52% of equities are less volatile than NQ US and 69% 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 8.17 times more return on investment than the market. However, the company is 8.17 times more volatile than its market benchmark. It trades about 0.28 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 = 0.2787
Best
Portfolio
Best
Equity
Good Returns
Average ReturnsNQUSS8637GBP
Small Returns
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative Returns

NQ US Relative Performance Indicators

Estimated Market Risk
 5.9
  actual daily
 
 52 %
of total potential
 
5252
Expected Return
 1.64
  actual daily
 
 31 %
of total potential
 
3131
Risk-Adjusted Return
 0.28
  actual daily
 
 18 %
of total potential
 
1818
Based on monthly moving average NQ US is performing at about 18% 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 appears to be very risky and stock price may revert if volatility continues
See also Your Current Watchlist. Please also try Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
Search macroaxis.com