Northern Lights Etf Performance

DUKQ Etf   27.76  0.00  0.00%   
The etf secures a Beta (Market Risk) of 0.13, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Northern Lights' returns are expected to increase less than the market. However, during the bear market, the loss of holding Northern Lights is expected to be smaller as well.

Risk-Adjusted Performance

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Compared to the overall equity markets, risk-adjusted returns on investments in Northern Lights are ranked lower than 7 (%) of all global equities and portfolios over the last 90 days. Even with relatively invariable forward-looking signals, Northern Lights is not utilizing all of its potentials. The recent stock price agitation, may contribute to short-term losses for the retail investors. ...more
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Northern Lights Relative Risk vs. Return Landscape

If you would invest  2,669  in Northern Lights on September 3, 2025 and sell it today you would earn a total of  124.00  from holding Northern Lights or generate 4.65% return on investment over 90 days. Northern Lights is currently generating 0.0754% in daily expected returns and assumes 0.8114% risk (volatility on return distribution) over the 90 days horizon. In different words, 7% of etfs are less volatile than Northern, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon.
  Expected Return   
       Risk  
Given the investment horizon of 90 days Northern Lights is expected to generate 1.15 times more return on investment than the market. However, the company is 1.15 times more volatile than its market benchmark. It trades about 0.09 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.1 per unit of risk.

Northern Lights Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Northern Lights' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Northern Lights, and traders can use it to determine the average amount a Northern Lights' 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 = 0.0929

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Estimated Market Risk

 0.81
  actual daily
7
93% of assets are more volatile

Expected Return

 0.08
  actual daily
1
99% of assets have higher returns

Risk-Adjusted Return

 0.09
  actual daily
7
93% of assets perform better
Based on monthly moving average Northern Lights is performing at about 7% 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 Northern Lights by adding it to a well-diversified portfolio.

About Northern Lights Performance

Assessing Northern Lights' fundamental ratios provides investors with valuable insights into Northern Lights' financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Northern Lights is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Northern Lights is entity of United States. It is traded as Etf on NYSE ARCA exchange.