Dow Jones Performance

PHDOW -- USA Index  

 786.77  4.93  0.63%

The organization shows Beta (market volatility) of 0.0 which denotes to the fact that the returns on MARKET and Dow Jones are completely uncorrelated. Even though it is essential to pay attention to Dow Jones Philippines historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards predicting 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. Dow Jones Philippines Index exposes twenty-eight different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Dow Jones Philippines Relative Risk vs. Return Landscape

If you would invest  78,924  in Dow Jones Philippines Index on October 20, 2019 and sell it today you would lose (247.00)  from holding Dow Jones Philippines Index or give up 0.31% of portfolio value over 30 days. Dow Jones Philippines Index is producing return of less than zero assuming 1.4131% volatility of returns over the 30 days investment horizon. Simply put, 12% of all equities have less volatile historical return distribution than Dow Jones 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, Dow Jones is expected to under-perform the market. In addition to that, the company is 1.97 times more volatile than its market benchmark. It trades about 0.0 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.15 per unit of volatility.

Dow Jones Market Risk Analysis

Sharpe Ratio = -0.0017
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Dow Jones Relative Performance Indicators

Estimated Market Risk
 1.41
  actual daily
 
 12 %
of total potential
 
1212
Expected Return
 0.0
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 0.0
  actual daily
 
 0 %
of total potential
 
00
Based on monthly moving average Dow Jones 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 Dow Jones by adding it to a well-diversified portfolio.

Dow Jones Alerts

Equity Alerts and Improvement Suggestions

Dow Jones is not yet fully synchronised with the market data
Dow Jones generates negative expected return over the last 30 days
See also Your Current Watchlist. Please also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
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