Nippon Mutual (India) Performance
| PSUBNKBEES | 69.70 0.90 1.27% |
The etf secures a Beta (Market Risk) of 0.38, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Nippon Mutual's returns are expected to increase less than the market. However, during the bear market, the loss of holding Nippon Mutual is expected to be smaller as well.
Risk-Adjusted Performance
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Over the last 90 days Nippon Mutual Funds has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong technical and fundamental indicators, Nippon Mutual is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
Nippon |
Nippon Mutual Relative Risk vs. Return Landscape
If you would invest 7,388 in Nippon Mutual Funds on October 12, 2024 and sell it today you would lose (418.00) from holding Nippon Mutual Funds or give up 5.66% of portfolio value over 90 days. Nippon Mutual Funds is generating negative expected returns and assumes 1.6251% volatility on return distribution over the 90 days horizon. Simply put, 14% of etfs are less volatile than Nippon, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Nippon Mutual Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nippon Mutual's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Nippon Mutual Funds, and traders can use it to determine the average amount a Nippon Mutual'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 = -0.0507
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | PSUBNKBEES |
Estimated Market Risk
| 1.63 actual daily | 14 86% of assets are more volatile |
Expected Return
| -0.08 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Nippon Mutual is not performing at its full potential. However, 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 Nippon Mutual by adding Nippon Mutual to a well-diversified portfolio.
| Nippon Mutual Funds generated a negative expected return over the last 90 days |