NIKKEI 225 (Japan) Performance

N225 -  Japan Index  

 27,782  187.80  0.67%

The index secures a Beta (Market Risk) of 0.0, which conveys not very significant fluctuations relative to the market. Let's try to break down what NIKKEI's beta means in this case. the returns on MARKET and NIKKEI 225 are completely uncorrelated. Even though it is essential to pay attention to NIKKEI 225 price patterns, it is always good to be careful when utilizing equity historical price patterns. Our approach towards estimating any index's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. NIKKEI 225 exposes twenty-eight different technical indicators, which can help you to evaluate its performance.

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NIKKEI 225 Relative Risk vs. Return Landscape

If you would invest  2,881,263  in NIKKEI 225 on April 30, 2021 and sell it today you would lose (103,021)  from holding NIKKEI 225 or give up 3.58% of portfolio value over 90 days. NIKKEI 225 is currently producing negative expected returns and takes up 1.2021% volatility of returns over 90 trading days. Put another way, 10% of traded indexs are less volatile than NIKKEI, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming the 90 days horizon NIKKEI 225 is expected to under-perform the market. In addition to that, the company is 1.61 times more volatile than its market benchmark. It trades about -0.05 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.07 per unit of volatility.

NIKKEI 225 Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for NIKKEI 225's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as NIKKEI 225, and traders can use it to determine the average amount a NIKKEI 225's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = -0.0472

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Negative ReturnsN225
Estimated Market Risk
 1.2
  actual daily
 
 10 %
of total potential
 
1010
Expected Return
 -0.06
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 -0.05
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 0 %
of total potential
 
00
Based on monthly moving average NIKKEI 225 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 NIKKEI 225 by adding it to a well-diversified portfolio.

About NIKKEI 225 Performance

To evaluate NIKKEI 225 Index as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when NIKKEI 225 generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare NIKKEI Index's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand NIKKEI 225 stock market performance in a much more refined way. At Macroaxis, we take it even further. The Macroaxis performance score is an integer between 0 and 100 that represents NIKKEI's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.

Things to note about NIKKEI 225

Checking the ongoing alerts about NIKKEI 225 for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for NIKKEI 225 help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

NIKKEI 225 Alerts

Equity Alerts and Improvement Suggestions

NIKKEI 225 generates negative expected return over the last 90 days
Check out Your Current Watchlist. Note that the NIKKEI 225 information on this page should be used as a complementary analysis to other NIKKEI 225's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.

Other Tools for NIKKEI Index

When running NIKKEI 225 price analysis, check to measure NIKKEI 225's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy NIKKEI 225 is operating at the current time. Most of NIKKEI 225's value examination focuses on studying past and present price action to predict the probability of NIKKEI 225's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move NIKKEI 225's price. Additionally, you may evaluate how the addition of NIKKEI 225 to your portfolios can decrease your overall portfolio volatility.
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