Russell 2000 Backtesting

RUT -- USA Index  

 1,693  0.000049  0.00%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Russell 2000 and determine expected loss or profit from investing in Russell 2000 over given investment horizon. See also Russell 2000 Hype Analysis, Russell 2000 Correlation, Portfolio Optimization, Russell 2000 Volatility as well as analyze Russell 2000 Alpha and Beta and Russell 2000 Performance.
 Time Horizon     30 Days    Login   to change
SymbolX
Backtest

Russell 2000 'What if' Analysis

May 21, 2018
0.00
No Change 0.00  0.0%
In 30 days
June 20, 2018
0.00
If you would invest  0.00  in Russell 2000 on May 21, 2018 and sell it all today you would earn a total of 0.00 from holding Russell 2000 or generate 0.0% return on investment in Russell 2000 over 30 days.

Russell 2000 Upside/Downside Indicators

  

Russell 2000 Market Premium Indicators

Russell 2000 Backtested Returns

Russell 2000 maintains Sharpe Ratio (i.e. Efficiency) of 0.2438 which implies Russell 2000 had 0.2438% of return per unit of risk over the last 1 month. Our philosophy towards forecasting volatility of a index is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for Russell 2000 which you can use to evaluate future volatility of the index. The index holds Beta of 0.0 which implies the returns on MARKET and Russell 2000 are completely uncorrelated. Although it is extremely important to respect Russell 2000 current trending patterns, it is better to be realistic regarding the information on equity existing price patterns. The philosophy towards forecasting future performance of any index is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing Russell 2000 technical indicators you can presently evaluate if the expected return of 0.1132% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.75 

Good predictability

Russell 2000 has good predictability. Overlapping area represents the amount of predictability between Russell 2000 time series from May 21, 2018 to June 5, 2018 and June 5, 2018 to June 20, 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 Russell 2000 price movement. The serial correlation of 0.75 indicates that around 75.0% of current Russell 2000 price fluctuation can be explain by its past prices.
Correlation Coefficient 0.75
Spearman Rank Test 0.61
Price Variance 74.26
Lagged Price Variance 155.96

Russell 2000 lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Russell 2000 regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Russell 2000 Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - RUT

Russell 2000 Investor Sentiment
Most of Macroaxis investors are at this time bullish on Russell 2000 . What is your perspective on investing in USA companies? Are you bullish or bearish on Russell 2000 ?
Bullish
Bearish
98% Bullish
2% Bearish
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See also Russell 2000 Hype Analysis, Russell 2000 Correlation, Portfolio Optimization, Russell 2000 Volatility as well as analyze Russell 2000 Alpha and Beta and Russell 2000 Performance. Please also try Financial Widgets module to easily integrated macroaxis content with over 30 different plug-and-play financial widgets.