NOMURA RESEARCH (Germany) Performance
| NR7 Stock | 28.20 0.20 0.71% |
The company secures a Beta (Market Risk) of 0.36, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, NOMURA RESEARCH's returns are expected to increase less than the market. However, during the bear market, the loss of holding NOMURA RESEARCH is expected to be smaller as well. At this point, NOMURA RESEARCH has a negative expected return of -0.18%. Please make sure to verify NOMURA RESEARCH's kurtosis, and the relationship between the treynor ratio and day median price , to decide if NOMURA RESEARCH performance from the past will be repeated at future time.
Risk-Adjusted Performance
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Over the last 90 days NOMURA RESEARCH has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest uncertain performance, the Stock's basic indicators remain stable and the newest uproar on Wall Street may also be a sign of mid-term gains for the firm private investors. ...more
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NOMURA RESEARCH Relative Risk vs. Return Landscape
If you would invest 3,200 in NOMURA RESEARCH on September 20, 2024 and sell it today you would lose (380.00) from holding NOMURA RESEARCH or give up 11.87% of portfolio value over 90 days. NOMURA RESEARCH is generating negative expected returns and assumes 1.9924% volatility on return distribution over the 90 days horizon. Simply put, 17% of stocks are less volatile than NOMURA, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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NOMURA RESEARCH Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for NOMURA RESEARCH's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as NOMURA RESEARCH, and traders can use it to determine the average amount a NOMURA RESEARCH's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0892
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| Negative Returns | NR7 |
Estimated Market Risk
| 1.99 actual daily | 17 83% of assets are more volatile |
Expected Return
| -0.18 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average NOMURA RESEARCH is not performing at its full potential. However, 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 RESEARCH by adding NOMURA RESEARCH to a well-diversified portfolio.
Things to note about NOMURA RESEARCH performance evaluation
Checking the ongoing alerts about NOMURA RESEARCH for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for NOMURA RESEARCH help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| NOMURA RESEARCH generated a negative expected return over the last 90 days |
- Analyzing NOMURA RESEARCH's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether NOMURA RESEARCH's stock is overvalued or undervalued compared to its peers.
- Examining NOMURA RESEARCH's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating NOMURA RESEARCH's management team can have a significant impact on its success or failure. Reviewing the track record and experience of NOMURA RESEARCH's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of NOMURA RESEARCH's stock. These opinions can provide insight into NOMURA RESEARCH's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for NOMURA Stock Analysis
When running NOMURA RESEARCH's price analysis, check to measure NOMURA RESEARCH's 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 RESEARCH is operating at the current time. Most of NOMURA RESEARCH's value examination focuses on studying past and present price action to predict the probability of NOMURA RESEARCH's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move NOMURA RESEARCH's price. Additionally, you may evaluate how the addition of NOMURA RESEARCH to your portfolios can decrease your overall portfolio volatility.