NASDAQ Global Hype Analysis, NASDAQ Global Correlation, Portfolio Optimization, NASDAQ Global Volatility as well as analyze NASDAQ Global Alpha and Beta and NASDAQ Global Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of NASDAQ Global Buyback Achievers and determine expected loss or profit from investing in NASDAQ Global over given investment horizon. See also
|Horizon||30 Days Login to change|
NASDAQ Global 'What if' Analysis
June 23, 20190.00
September 21, 20190.00
If you would invest 0.00 in NASDAQ Global on June 23, 2019 and sell it all today you would earn a total of 0.00 from holding NASDAQ Global Buyback Achievers or generate 0.0% return on investment in NASDAQ Global over 90 days.
NASDAQ Global Upside/Downside Indicators
|Value At Risk||(1.14)|
NASDAQ Global Market Premium Indicators
|Risk Adjusted Performance||0.1194|
|Total Risk Alpha||0.0614|
NASDAQ Global Buyback Backtested Returns
NASDAQ Global Buyback has Sharpe Ratio of 0.1382 which conveys that the index had 0.1382% of return per unit of standard deviation over the last 3 months. Our approach into estimating volatility of an index is to use all available market data together with index specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for NASDAQ Global which you can use to evaluate future volatility of the entity. The entity secures Beta (Market Risk) of 0.0 which conveys that the returns on MARKET and NASDAQ Global are completely uncorrelated. Although it is extremely important to respect NASDAQ Global Buyback price patterns, it is better to be realistic regarding the information on equity historical price patterns. The approach into estimating future performance of any index is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By inspecting NASDAQ Global Buyback technical indicators you can now evaluate if the expected return of 0.0839% will be sustainable into the future.
|15 days auto-correlation||0.00|
|Spearman Rank Test||0.0|
NASDAQ Global Buyback lagged returns against current returns
Current and Lagged Values
NASDAQ Global regressed lagged prices vs. current prices
Current vs Lagged Prices
NASDAQ Global Lagged Returns
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See also NASDAQ Global Hype Analysis, NASDAQ Global Correlation, Portfolio Optimization, NASDAQ Global Volatility as well as analyze NASDAQ Global Alpha and Beta and NASDAQ Global Performance. Please also try Fund Screener module to find activelly-traded funds from around the world traded on over 30 global exchanges.