NLSN significantly underperformed today. On a longer term basis, investors in NIELSEN HOLDINGS PLC made +0.03% per day. Thursday's performance of -0.5% was a significant underperformance compared to it's daily average.
Buy-and-Hold investors in NLSN experienced a maximum drawdown of -12.02% over the last three months. It lost -5.16% during this down trending period. There were both Long and Short signals during this period, where the short signals were significantly more profitable than the long signals.
NLSN has been outperforming the SP500 index in recent time. Over the last 2 years 11 months and 9 days, NLSN underperformed the SP500 index on 49% days. Which indicates that on days NLSN underperforms the SP500 index, it's performance is marginally worse than on the days it outperforms the SP500 index.
During the last three months NLSN was mostly loss making and delivered on average -0.07% per day. It's best return during this period (of +4.02%) was on Thursday, 29 Nov, 2018. While it's worst loss in the same period (of -3.94%) was on Tuesday, 4 Dec, 2018. There was initially a bearish trend during this period which started on 2 Oct, 2018 and went on till 8 Oct, 2018. The trend delivered -2.96% losses to investors. This was followed by a bullish trend that started on 26 Nov, 2018 and ended on 3 Dec, 2018. This bullish trend delivered +11.77% to investors.
NLSN had 6 profitable and 6 loss making months over the last year. During the last year, NLSN underperformed SP500 index on monthly return basis. NLSN was also a more risky investment than SP500 index as it's worst month in the last year, Jul 2018, returned -22.98% compared to -7.28% returned by SP500 index in Oct 2018. NLSN had a shorter streak of profitable months than SP500 index. It only went up in 2 straight months during the last year.
Every time you borrow money, you're robbing your future self.
-- Nathan W. Morris
NLSN is becoming more volatile overall. In comparison, the SP500 index is seeing a rise in volatility. During the last three months, there was a significant surge in NLSN's volatility from 21 Sep, 2018 to 30 Oct, 2018. While there was a significant surge in the SP500 index's volatility from 14 Sep, 2018 to 29 Oct, 2018.
Advanced/professional short-term investors should note that NLSN has significant positive skewness in it's return distribution. This indicates that investors can expect NLSN to recover from drawdowns quickly. Which makes NLSN a good candidate for investing on short-term bullish trends or even counter-trends hoping for a pull-back.
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