NQPH (Philippine) Performance

NQPH -  Philippine Index  

 947.30  0.11  0.0116%

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 NQPH's beta means in this case. the returns on MARKET and NQPH are completely uncorrelated. Even though it is essential to pay attention to NQPH 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. NQPH exposes twenty-eight different technical indicators, which can help you to evaluate its performance.

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NQPH Relative Risk vs. Return Landscape

If you would invest  96,974  in NQPH on April 30, 2021 and sell it today you would lose (2,233)  from holding NQPH or give up 2.3% of portfolio value over 90 days. NQPH is currently producing negative expected returns and takes up 1.2646% volatility of returns over 90 trading days. Put another way, 10% of traded indexs are less volatile than NQPH, 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 NQPH is expected to under-perform the market. In addition to that, the company is 1.69 times more volatile than its market benchmark. It trades about -0.02 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.07 per unit of volatility.

NQPH Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for NQPH's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as NQPH, and traders can use it to determine the average amount a NQPH'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 = -0.0231

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Negative ReturnsNQPH
Estimated Market Risk
 1.26
  actual daily
 
 10 %
of total potential
 
1010
Expected Return
 -0.03
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 -0.02
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 0 %
of total potential
 
00
Based on monthly moving average NQPH 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 NQPH by adding it to a well-diversified portfolio.

About NQPH Performance

To evaluate NQPH 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 NQPH 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 NQPH 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 NQPH 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 NQPH'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 NQPH

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

NQPH Alerts

Equity Alerts and Improvement Suggestions

NQPH generates negative expected return over the last 90 days
Check out Your Current Watchlist. Note that the NQPH information on this page should be used as a complementary analysis to other NQPH'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 Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.

Other Tools for NQPH Index

When running NQPH price analysis, check to measure NQPH'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 NQPH is operating at the current time. Most of NQPH's value examination focuses on studying past and present price action to predict the probability of NQPH's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move NQPH's price. Additionally, you may evaluate how the addition of NQPH to your portfolios can decrease your overall portfolio volatility.
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