Russia TR (Russia) Backtesting

NQRUT -- Russia Index  

 1,176  25.87  2.15%

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.
Horizon     30 Days    Login   to change
SymbolX
Backtest

Russia TR 'What if' Analysis

October 19, 2018
0.00
No Change 0.00  0.0%
In 2 months and 2 days
December 18, 2018
0.00
If you would invest  0.00  in Russia TR on October 19, 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 60 days.

Russia TR Upside/Downside Indicators

Information Ratio0.0987
Maximum Drawdown5.26
Value At Risk(2.24)
Potential Upside2.31
  

Russia TR Market Premium Indicators

Risk Adjusted Performance(0.014839)
Total Risk Alpha0.1464

Russia TR Backtested Returns

Russia TR maintains Sharpe Ratio (i.e. Efficiency) of -0.0079 which implies Russia TR had -0.0079% of return per unit of risk over the last 2 months. 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 0.56 
correlation synergy

Modest predictability

Russia TR has modest predictability. Overlapping area represents the amount of predictability between Russia TR time series from October 19, 2018 to November 18, 2018 and November 18, 2018 to December 18, 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 0.56 indicates that roughly 56.0% of current Russia TR price fluctuation can be explain by its past prices.
Correlation Coefficient0.56
Spearman Rank Test0.13
Residual Average0.0
Price Variance664.7

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
Skip

Also Currentnly Active

Purchased over 90 shares of
few hours ago
Traded for 24.8
Purchased over 90 shares of
few hours ago
Traded for 31.58
Purchased over 90 shares of
few hours ago
Traded for 29.8
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 Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
Search macroaxis.com