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Nasdaq US Performance

NQU
NQUSSGN -- USA Index  

 1,726  39.50  2.34%

The index secures Beta (Market Risk) of 0.0, which conveys that the returns on MARKET and Nasdaq US are completely uncorrelated. Although it is extremely important to respect Nasdaq US Small price patterns, it is better to be realistic regarding the information on equity historical price patterns. The philosophy towards 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 Nasdaq US Small technical indicators you can presently evaluate if the expected return of 0.0208% will be sustainable into the future.
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Nasdaq US Small Relative Risk vs. Return Landscape

If you would invest  171,362  in Nasdaq US Small Cap Growth NTR on January 27, 2020 and sell it today you would earn a total of  1,266  from holding Nasdaq US Small Cap Growth NTR or generate 0.74% return on investment over 30 days. Nasdaq US Small Cap Growth NTR is generating 0.0208% of daily returns and assumes 1.3415% volatility on return distribution over the 30 days horizon. Simply put, 12% of equities are less volatile than Nasdaq 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, Nasdaq US is expected to generate 1.32 times more return on investment than the market. However, the company is 1.32 times more volatile than its market benchmark. It trades about 0.02 of its potential returns per unit of risk. The DOW is currently generating roughly -0.06 per unit of risk.

Nasdaq US Market Risk Analysis

Sharpe Ratio = 0.0155
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Nasdaq US Performance Indicators

Estimated Market Risk
 1.34
  actual daily
 
 12 %
of total potential
 
1212
Expected Return
 0.02
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 0.02
  actual daily
 
 1 %
of total potential
 
11
Based on monthly moving average Nasdaq US is performing at about 1% 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 Nasdaq US by adding it to a well-diversified portfolio.
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