Nasd Unchanged Stocks Index Performance
| UNCQ Index | 76.00 18.00 19.15% |
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 Unchanged are completely uncorrelated.
NASD Unchanged Relative Risk vs. Return Landscape
If you would invest 9,600 in NASD Unchanged Stocks on October 24, 2024 and sell it today you would lose (2,000) from holding NASD Unchanged Stocks or give up 20.83% of portfolio value over 90 days. NASD Unchanged Stocks is generating 2.4439% of daily returns and assumes 27.3533% 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 Unchanged Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for NASD Unchanged's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as NASD Unchanged Stocks, and traders can use it to determine the average amount a NASD Unchanged'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 = 0.0893
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Estimated Market Risk
| 27.35 actual daily | 96 96% of assets are less volatile |
Expected Return
| 2.44 actual daily | 48 52% of assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 7 93% of assets perform better |
Based on monthly moving average NASD Unchanged is performing at about 7% 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 Unchanged by adding it to a well-diversified portfolio.