NIKKEI 225 Hype Analysis, NIKKEI 225 Correlation, Portfolio Optimization, NIKKEI 225 Volatility as well as analyze NIKKEI 225 Alpha and Beta and NIKKEI 225 Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of NIKKEI 225 and determine expected loss or profit from investing in NIKKEI 225 over given investment horizon. See also
|Horizon||30 Days Login to change|
NIKKEI 225 'What if' Analysis
June 23, 20190.00
August 22, 20190.00
If you would invest 0.00 in NIKKEI 225 on June 23, 2019 and sell it all today you would earn a total of 0.00 from holding NIKKEI 225 or generate 0.0% return on investment in NIKKEI 225 over 60 days.
NIKKEI 225 Upside/Downside Indicators
|Value At Risk||(2.38)|
NIKKEI 225 Market Premium Indicators
|Risk Adjusted Performance||(0.009168)|
|Total Risk Alpha||0.0521|
NIKKEI 225 Backtested Returns
NIKKEI 225 has Sharpe Ratio of -0.0428 which conveys that the entity had -0.0428% of return per unit of volatility over the last 2 months. Macroaxis approach towards estimating risk of any index is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. NIKKEI 225 exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. The index secures Beta (Market Risk) of 0.0 which conveys that the returns on MARKET and NIKKEI 225 are completely uncorrelated. Even though it is essential to pay attention to NIKKEI 225 price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis approach towards estimating future performance of any index is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. NIKKEI 225 exposes twenty-eight different technical indicators which can help you to evaluate its performance.
|15 days auto-correlation||(0.17)|
|Spearman Rank Test||0.01|
NIKKEI 225 lagged returns against current returns
Current and Lagged Values
NIKKEI 225 regressed lagged prices vs. current prices
Current vs Lagged Prices
NIKKEI 225 Lagged Returns
Also Currentnly Active
Purchased over 90 shares of
Purchased over 20 shares of
See also NIKKEI 225 Hype Analysis, NIKKEI 225 Correlation, Portfolio Optimization, NIKKEI 225 Volatility as well as analyze NIKKEI 225 Alpha and Beta and NIKKEI 225 Performance. Please also try Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of macroaxis ideas.