Nasd Declining Stocks Index Performance
| QSHD Index | 1,458 1,040 41.63% |
The entity secures a Beta (Market Risk) of 0.0, which conveys not very significant fluctuations relative to the market. the returns on MARKET and NASD Declining are completely uncorrelated.
NASD Declining Relative Risk vs. Return Landscape
If you would invest 136,100 in NASD Declining Stocks on December 25, 2024 and sell it today you would earn a total of 9,700 from holding NASD Declining Stocks or generate 7.13% return on investment over 90 days. NASD Declining Stocks is generating 11.1759% of daily returns and assumes 51.7023% volatility on return distribution over the 90 days horizon. Simply put, majority of traded equity instruments are less risky than NASD on the basis of their historical return distribution, and most equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
NASD Declining Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for NASD Declining's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as NASD Declining Stocks, and traders can use it to determine the average amount a NASD Declining'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 = 0.2162
| Best Portfolio | Best Equity | QSHD | ||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 51.7 actual daily | 96 96% of assets are less volatile |
Expected Return
| 4.96 actual daily | 96 96% of assets have lower returns |
Risk-Adjusted Return
| 0.22 actual daily | 17 83% of assets perform better |
Based on monthly moving average NASD Declining is performing at about 17% 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 NASD Declining by adding it to a well-diversified portfolio.