Arca Japan Index Buy Hold or Sell Recommendation
| JPN Index | 358.54 1.74 0.48% |
Assuming the 90 days trading horizon and your above-average risk tolerance, our recommendation regarding ARCA Japan is 'Hold'. Macroaxis provides ARCA Japan buy-hold-or-sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding JPN positions. Check out Risk vs Return Analysis to better understand how to build diversified portfolios. Also, note that the market value of any index could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product. Also, note that the market value of any index could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product.
Execute ARCA Japan Buy or Sell Advice
The ARCA recommendation should be used to complement the buy-or-sell advice compiled from the current analysts' consensus on ARCA Japan. Macroaxis does not own or have any residual interests in ARCA Japan or other equities on which the buy-or-sell advice is provided. Please provide your input below to execute ARCA Japan's advice using the current market data and latest reported fundamentals.
Time Horizon
Risk Tolerance
 |  |
Hold
Market Performance | Very Weak | Details | |
Volatility | Very steady | Details | |
Hype Condition | Stale | Details | |
Current Valuation | Fairly Valued | Details | |
Economic Sensitivity | Ignores market trends | Details |
ARCA Japan Trading Alerts and Improvement Suggestions
| ARCA Japan generated a negative expected return over the last 90 days |
ARCA Japan Returns Distribution Density
The distribution of ARCA Japan's historical returns is an attempt to chart the uncertainty of ARCA Japan's future price movements. The chart of the probability distribution of ARCA Japan daily returns describes the distribution of returns around its average expected value. We use ARCA Japan price's Value At Risk and its Upside Potential as a relative measure of the distribution. The graph of the distribution of ARCA Japan returns is essential to provide solid investment advice for ARCA Japan.
| Mean Return | 0.03 | Value At Risk | -1.77 | Potential Upside | 1.75 | Standard Deviation | 1.08 |
Return Density |
| Distribution |
Investment risk management requires an estimate of the probability of extreme price changes. Therefore, the correct representation of the distribution of ARCA Japan historical returns presented in an easy-to-digest graphical form helps investors and money managers understand the risk-reward trade-off of different investement strategies.
ARCA Japan Greeks
Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to ARCA Japan or ARCA sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that ARCA Japan's price will be affected by overall index market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a ARCA index's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
α | Alpha over Dow Jones | 0.00 | |
β | Beta against Dow Jones | 0.00 | |
σ | Overall volatility | 1.12 | |
Ir | Information ratio | -0.1 |
ARCA Japan Volatility Alert
ARCA Japan has relatively low volatility with skewness of -0.63 and kurtosis of 2.24. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure ARCA Japan's index risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact ARCA Japan's index price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.ARCA Japan Market Momentum
Traders often use several daily momentume indicators to supplement a more traditional technical analysis when analyzing securities such as ARCA . With many different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.0048 | |||
| Daily Balance Of Power | (1.00) | |||
| Rate Of Daily Change | 1.0 | |||
| Day Median Price | 359.41 | |||
| Day Typical Price | 359.12 | |||
| Market Facilitation Index | 1.74 | |||
| Price Action Indicator | (1.74) | |||
| Period Momentum Indicator | (1.74) |
Use Investing Ideas to Build Portfolios
In addition to having ARCA Japan in your portfolios, you can quickly add positions using our predefined set of ideas and optimize them against your very unique investing style. A single investing idea is a collection of funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of investment themes. After you determine your investment opportunity, you can then find an optimal portfolio that will maximize potential returns on the chosen idea or minimize its exposure to market volatility.Did You Try This Idea?
Run Single Stock ETFs Thematic Idea Now
Single Stock ETFs
ETF themes focus on helping investors to gain exposure to a broad range of assets, diversify, and lower overall costs. The Single Stock ETFs theme has 99 constituents at this time.
You can either use a buy-and-hold strategy to lock in the entire theme or actively trade it to take advantage of the short-term price volatility of individual constituents. Macroaxis can help you discover thousands of investment opportunities in different asset classes. In addition, you can partner with us for reliable portfolio optimization as you plan to utilize Single Stock ETFs Theme or any other thematic opportunities.
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