NASDAQ Composite Hype Analysis, NASDAQ Composite Correlation, Portfolio Optimization, NASDAQ Composite Volatility as well as analyze NASDAQ Composite Alpha and Beta and NASDAQ Composite Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of NASDAQ Composite and determine expected loss or profit from investing in NASDAQ Composite over given investment horizon. See also
|Horizon||30 Days Login to change|
NASDAQ Composite 'What if' Analysis
June 21, 20190.00
September 19, 20190.00
If you would invest 0.00 in NASDAQ Composite on June 21, 2019 and sell it all today you would earn a total of 0.00 from holding NASDAQ Composite or generate 0.0% return on investment in NASDAQ Composite over 90 days.
NASDAQ Composite Upside/Downside Indicators
|Value At Risk||(0.43)|
NASDAQ Composite Market Premium Indicators
|Risk Adjusted Performance||0.2399|
|Total Risk Alpha||0.1034|
NASDAQ Composite Backtested Returns
NASDAQ Composite has Sharpe Ratio of 0.2782 which conveys that the index had 0.2782% of return per unit of standard deviation over the last 3 months. Our approach into estimating volatility of an index is to use all available market data together with index specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for NASDAQ Composite which you can use to evaluate future volatility of the entity. The entity secures Beta (Market Risk) of 0.0 which conveys that the returns on MARKET and NASDAQ Composite are completely uncorrelated. Although it is extremely important to respect NASDAQ Composite price patterns, it is better to be realistic regarding the information on equity historical price patterns. The approach into estimating 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 inspecting NASDAQ Composite technical indicators you can now evaluate if the expected return of 0.1314% will be sustainable into the future.
|15 days auto-correlation||0.00|
|Spearman Rank Test||0.0|
NASDAQ Composite lagged returns against current returns
Current and Lagged Values
NASDAQ Composite regressed lagged prices vs. current prices
Current vs Lagged Prices
NASDAQ Composite Lagged Returns
Also Currentnly Active
Purchased a lot of shares of
Purchased few shares of
See also NASDAQ Composite Hype Analysis, NASDAQ Composite Correlation, Portfolio Optimization, NASDAQ Composite Volatility as well as analyze NASDAQ Composite Alpha and Beta and NASDAQ Composite Performance. Please also try Fundamental Analysis module to view fundamental data based on most recent published financial statements.