NOMURA RESEARCH (Germany) Performance
| NR7 Stock | 29.00 0.00 0.00% |
NOMURA RESEARCH has a performance score of 6 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.0889, which conveys not very significant fluctuations relative to the market. 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. NOMURA RESEARCH currently secures a risk of 1.45%. Please verify NOMURA RESEARCH semi variance, day median price, and the relationship between the value at risk and kurtosis , to decide if NOMURA RESEARCH will be following its current price movements.
Risk-Adjusted Performance
6 of 100
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Modest
Compared to the overall equity markets, risk-adjusted returns on investments in NOMURA RESEARCH are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively fragile basic indicators, NOMURA RESEARCH may actually be approaching a critical reversion point that can send shares even higher in March 2025. ...more
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NOMURA RESEARCH Relative Risk vs. Return Landscape
If you would invest 2,720 in NOMURA RESEARCH on November 6, 2024 and sell it today you would earn a total of 180.00 from holding NOMURA RESEARCH or generate 6.62% return on investment over 90 days. NOMURA RESEARCH is generating 0.1268% of daily returns and assumes 1.4539% volatility on return distribution over the 90 days horizon. Simply put, 12% of stocks are less volatile than NOMURA, and 98% 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 = 0.0872
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Estimated Market Risk
| 1.45 actual daily | 12 88% of assets are more volatile |
Expected Return
| 0.13 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 6 94% of assets perform better |
Based on monthly moving average NOMURA RESEARCH is performing at about 6% 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 RESEARCH by adding it 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.Evaluating NOMURA RESEARCH's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate NOMURA RESEARCH's stock performance include:- 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.