With this equity back-testing module your can estimate the performance of a buy and hold strategy of NQTH and determine expected loss or profit from investing in NQTH over given investment horizon. See also NQTH Hype Analysis, NQTH Correlation, Portfolio Optimization, NQTH Volatility as well as analyze NQTH Alpha and Beta and NQTH Performance.
|Horizon||30 Days Login to change|
NQTH 'What if' Analysis
October 15, 20180.00
December 14, 20180.00
If you would invest 0.00 in NQTH on October 15, 2018 and sell it all today you would earn a total of 0.00 from holding NQTH or generate 0.0% return on investment in NQTH over 60 days.
NQTH Upside/Downside Indicators
NQTH Market Premium Indicators
NQTH Backtested Returns
NQTH has Sharpe Ratio of -0.103 which conveys that NQTH had -0.103% of return per unit of standard deviation over the last 2 months. Macroaxis philosophy 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. NQTH 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 NQTH are completely uncorrelated. Even though it is essential to pay attention to NQTH price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis philosophy 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. NQTH exposes twenty-eight different technical indicators which can help you to evaluate its performance.
|15 days auto-correlation||0.27|
|Spearman Rank Test||-0.08|
NQTH lagged returns against current returns
Current and Lagged Values
NQTH regressed lagged prices vs. current prices
Current vs Lagged Prices
NQTH Lagged Returns
Also Currentnly Active
Purchased over 50 shares of
Purchased over 20 shares of
See also NQTH Hype Analysis, NQTH Correlation, Portfolio Optimization, NQTH Volatility as well as analyze NQTH Alpha and Beta and NQTH Performance. Please also try Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.