Russia TR (Russia) Backtesting

NQRUT -- Russia Index  

 1,037  13.79  1.31%

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

Russia TR 'What if' Analysis

May 20, 2018
0.00
No Change 0.00  0.0%
In 31 days
June 19, 2018
0.00
If you would invest  0.00  in Russia TR on May 20, 2018 and sell it all today you would earn a total of 0.00 from holding Russia TR or generate 0.0% return on investment in Russia TR over 30 days.

Russia TR Upside/Downside Indicators

Information Ratio0.21
Maximum Drawdown0.0898
  

Russia TR Market Premium Indicators

Risk Adjusted Performance0.01

Russia TR Backtested Returns

Russia TR maintains Sharpe Ratio (i.e. Efficiency) of -0.1729 which implies Russia TR had -0.1729% of return per unit of risk over the last 1 month. Macroaxis philosophy towards forecasting 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. Russia TR exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. The index holds Beta of 0.0 which implies the returns on MARKET and Russia TR are completely uncorrelated. Even though it is essential to pay attention to Russia TR current trending patterns, it is always good to be careful when utilizing equity existing price patterns. Macroaxis philosophy towards forecasting 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. Russia TR exposes twenty-eight different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.12 

Insignificant predictability

Russia TR has insignificant predictability. Overlapping area represents the amount of predictability between Russia TR time series from May 20, 2018 to June 4, 2018 and June 4, 2018 to June 19, 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 Russia TR price movement. The serial correlation of 0.12 indicates that less than 12.0% of current Russia TR price fluctuation can be explain by its past prices.
Correlation Coefficient 0.12
Spearman Rank Test 0.11
Price Variance 918.46
Lagged Price Variance 57.49

Russia TR lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Russia TR regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Russia TR Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - NQRUT

Russia TR Investor Sentiment
Most of Macroaxis investors are at this time bullish on Russia TR. What is your perspective on investing in Russia companies? Are you bullish or bearish on Russia TR?
Bullish
Bearish
98% Bullish
2% Bearish
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See also Russia TR Hype Analysis, Russia TR Correlation, Portfolio Optimization, Russia TR Volatility as well as analyze Russia TR Alpha and Beta and Russia TR Performance. Please also try Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.