NQPH (Philippine) Backtesting

NQPH -- Philippine Index  

 1,167  1.17  0.10%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of NQPH and determine expected loss or profit from investing in NQPH over given investment horizon. See also NQPH Hype Analysis, NQPH Correlation, Portfolio Optimization, NQPH Volatility as well as analyze NQPH Alpha and Beta and NQPH Performance
 Time Horizon     30 Days    Login   to change

NQPH 'What if' Analysis

January 24, 2018
No Change 0.00  0.0%
In 31 days
February 23, 2018
If you would invest  0.00  in NQPH on January 24, 2018 and sell it all today you would earn a total of 0.00 from holding NQPH or generate 0.0% return on investment in NQPH over 30 days.

NQPH Upside/Downside Indicators


NQPH Market Premium Indicators

NQPH lagged returns against current returns

 Current and Lagged Values 

NQPH regressed lagged prices vs. current prices

 Current vs Lagged Prices 

NQPH Backtested Returns

NQPH has Sharpe Ratio of -0.335 which conveys that NQPH had -0.335% of return per unit of volatility over the last 1 month. 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. NQPH exposes twenty-one 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 NQPH are completely uncorrelated. Even though it is essential to pay attention to NQPH 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. NQPH exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.49 

Average predictability

NQPH has average predictability. Overlapping area represents the amount of predictability between NQPH time series from January 24, 2018 to February 8, 2018 and February 8, 2018 to February 23, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of NQPH price movement. The serial correlation of 0.49 indicates that about 49.0% of current NQPH price fluctuation can be explain by its past prices.
Correlation Coefficient 0.49
Spearman Rank Test 0.36
Price Variance 101.47
Lagged Price Variance 948.66

NQPH Lagged Returns

 Regressed Prices 

NQPH Performance vs NQPH

The median price of NQPH for the period between Wed, Jan 24, 2018 and Fri, Feb 23, 2018 is 1203.52 with a coefficient of variation of 3.02. The daily time series for the period is distributed with a sample standard deviation of 36.66, arithmetic mean of 1213.42, and mean deviation of 30.87. The Index did not receive any noticable media coverage during the period.
Price Growth (%)