NIKKEI 225 (Japan) Performance

N225 -- Japan Index  

 22,079  34.64  0.16%

The index secures Beta (Market Risk) of 0.0 which conveys that the returns on MARKET and NIKKEI 225 are completely uncorrelated. Although it is extremely important to respect NIKKEI 225 price patterns, it is better to be realistic regarding the information on equity historical price patterns. The approach towards estimating future performance of any index is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By inspecting NIKKEI 225 technical indicators you can now evaluate if the expected return of 0.0628% will be sustainable into the future.
Horizon     30 Days    Login   to change

NIKKEI 225 Relative Risk vs. Return Landscape

If you would invest  2,128,599  in NIKKEI 225 on August 21, 2019 and sell it today you would earn a total of  79,310  from holding NIKKEI 225 or generate 3.73% return on investment over 30 days. NIKKEI 225 is currently producing 0.0628% returns and takes up 0.8795% volatility of returns over 30 trading days. Put another way, 7% of traded equities are less volatile than the company and 99% of traded equity instruments are likely to generate higher returns over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, NIKKEI 225 is expected to generate 0.95 times more return on investment than the market. However, the company is 1.05 times less risky than the market. It trades about 0.07 of its potential returns per unit of risk. The DOW is currently generating roughly 0.01 per unit of risk.

NIKKEI 225 Market Risk Analysis

Sharpe Ratio = 0.0714
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NIKKEI 225 Relative Performance Indicators

Estimated Market Risk
 0.88
  actual daily
 
 7 %
of total potential
 
77
Expected Return
 0.06
  actual daily
 
 1 %
of total potential
 
11
Risk-Adjusted Return
 0.07
  actual daily
 
 4 %
of total potential
 
44
Based on monthly moving average NIKKEI 225 is performing at about 4% 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.
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