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 LandscapeIf 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 (%)
NIKKEI 225 Market Risk Analysis
Sharpe Ratio = 0.0714
NIKKEI 225 Relative Performance Indicators
Estimated Market Risk