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NASDAQ Composite Risk Analysis And Volatility

XCM
XCMP -- USA Index  

 11,385  161.69  1.40%

NASDAQ Composite Total has Sharpe Ratio of 0.2015 which conveys that the index had 0.2015% of return per unit of standard deviation over the last 3 months. Our approach into estimating volatility of an index is to use all available market data together with index specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for NASDAQ Composite which you can use to evaluate future volatility of the entity.

NASDAQ Composite Total Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Developed by Larry Williams, the Weighted Close is the average of NASDAQ Composite Total high, low and close of a chart with the close values weighted twice. It can be used to smooth an indicator that normally takes only NASDAQ Composite closing price as input. View also all equity analysis or get more info about weighted close price price transform indicator.

NASDAQ Composite Projected Return Density Against Market

 Predicted Return Density 
    
  Returns 

NASDAQ Composite Investment Opportunity

NASDAQ Composite Total Return I has a volatility of 1.0 and is 1.25 times more volatile than DOW. of all equities and portfolios are less risky than NASDAQ Composite. Compared to the overall equity markets, volatility of historical daily returns of NASDAQ Composite Total Return I is lower than 8 () of all global equities and portfolios over the last 30 days. Use NASDAQ Composite Total Return I to protect your portfolios against small markets fluctuations. The index experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of NASDAQ Composite to be traded at 11043.06 in 30 days. . The returns on DOW and NASDAQ Composite are completely uncorrelated.

NASDAQ Composite Current Risk Indicators

NASDAQ Composite Suggested Diversification Pairs

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