Nomura Holdings (Brazil) Price on November 10, 2023
| NMRH34 Stock | BRL 36.16 0.79 2.23% |
If you're considering investing in Nomura Stock, it is important to understand the factors that can impact its price. As of today, the current price of Nomura Holdings stands at 36.16, as last reported on the 30th of November, with the highest price reaching 36.70 and the lowest price hitting 35.40 during the day. Nomura Holdings appears to be very steady, given 3 months investment horizon. Nomura Holdings has Sharpe Ratio of 0.1, which conveys that the firm had a 0.1% return per unit of risk over the last 3 months. We have found thirty technical indicators for Nomura Holdings, which you can use to evaluate the volatility of the firm. Please exercise Nomura Holdings' Risk Adjusted Performance of 0.0835, downside deviation of 3.15, and Mean Deviation of 1.35 to check out if our risk estimates are consistent with your expectations.
Nomura Stock price history is provided at the adjusted basis, taking into account all of the recent filings.
Nomura |
Sharpe Ratio = 0.1022
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Estimated Market Risk
| 2.24 actual daily | 19 81% of assets are more volatile |
Expected Return
| 0.23 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 8 92% of assets perform better |
Based on monthly moving average Nomura Holdings is performing at about 8% 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 Nomura Holdings by adding it to a well-diversified portfolio.
Nomura Holdings Valuation on November 10, 2023
It is possible to determine the worth of Nomura Holdings on a given historical date. On November 10, 2023 Nomura was worth 19.14 at the beginning of the trading date compared to the closed value of 19.14. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Nomura Holdings stock. Still, in general, we apply an absolute valuation method to find Nomura Holdings' value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Nomura Holdings where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Nomura Holdings' related companies.
| Open | High | Low | Close | Volume | |
| 19.15 | 19.15 | 19.15 | 19.15 | 5.00 | |
11/10/2023 | 19.14 | 19.14 | 19.14 | 19.14 | 20.00 |
| 20.01 | 20.01 | 20.01 | 20.01 | 1.00 |
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Nomura Holdings Trading Date Momentum on November 10, 2023
| On November 17 2023 Nomura Holdings was traded for 20.01 at the closing time. The highest price during the trading period was 20.01 and the lowest recorded bid was listed for 20.01 . There was no trading activity during the period 1.0. Lack of trading volume on November 17, 2023 contributed to the next trading day price jump. The trading delta at closing time to the next closing price was 4.55% . The trading delta at closing time to the current price is 3.71% . |
Nomura Holdings Fundamentals Correlations and Trends
By evaluating Nomura Holdings' financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Nomura Holdings' main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Nomura financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Nomura Holdings Stock history
Nomura Holdings investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Nomura is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Nomura Holdings will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Nomura Holdings stock prices may prove useful in developing a viable investing in Nomura Holdings
Nomura Holdings Stock Technical Analysis
Nomura Holdings technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
Price Boundaries
Nomura Holdings Period Price Range
Low | November 30, 2024
| High |
0.00 | 0.00 |
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Nomura Holdings November 30, 2024 Market Strength
Market strength indicators help investors to evaluate how Nomura Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Nomura Holdings shares will generate the highest return on investment. By undertsting and applying Nomura Holdings stock market strength indicators, traders can identify Nomura Holdings entry and exit signals to maximize returns
Nomura Holdings Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Nomura Holdings' price direction in advance. Along with the technical and fundamental analysis of Nomura Stock historical price patterns, it is also worthwhile for investors to track various predictive indicators of Nomura to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0835 | |||
| Jensen Alpha | 0.1317 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | 0.027 | |||
| Treynor Ratio | 0.3356 |
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| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Complementary Tools for Nomura Stock analysis
When running Nomura Holdings' price analysis, check to measure Nomura Holdings' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Nomura Holdings is operating at the current time. Most of Nomura Holdings' value examination focuses on studying past and present price action to predict the probability of Nomura Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Nomura Holdings' price. Additionally, you may evaluate how the addition of Nomura Holdings to your portfolios can decrease your overall portfolio volatility.
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