Nasdaq Hype Analysis, Nasdaq Correlation, Portfolio Optimization, Nasdaq Volatility as well as analyze Nasdaq Alpha and Beta and Nasdaq Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of Nasdaq and determine expected loss or profit from investing in Nasdaq over given investment horizon. See also
|Horizon||30 Days Login to change|
Nasdaq 'What if' Analysis
March 25, 20190.00
May 24, 20190.00
If you would invest 0.00 in Nasdaq on March 25, 2019 and sell it all today you would earn a total of 0.00 from holding Nasdaq or generate 0.0% return on investment in Nasdaq over 60 days.
Nasdaq Upside/Downside Indicators
|Value At Risk||(1.74)|
Nasdaq Market Premium Indicators
|Risk Adjusted Performance||0.0023|
|Total Risk Alpha||0.0017|
Nasdaq Backtested Returns
Nasdaq has Sharpe Ratio of 0.0013 which conveys that the entity had 0.0013% of return per unit of risk over the last 2 months. Our philosophy towards 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-eight technical indicators for Nasdaq which you can use to evaluate future volatility of the organization. The index secures Beta (Market Risk) of 0.0 which conveys that the returns on MARKET and Nasdaq are completely uncorrelated. Although it is extremely important to respect Nasdaq price patterns, it is better to be realistic regarding the information on equity historical price patterns. The philosophy towards 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 analyzing Nasdaq technical indicators you can presently evaluate if the expected return of 0.0012% will be sustainable into the future.
|15 days auto-correlation||(0.80)|
|Spearman Rank Test||-0.83|
Nasdaq lagged returns against current returns
Current and Lagged Values
Nasdaq regressed lagged prices vs. current prices
Current vs Lagged Prices
Nasdaq Lagged Returns
Also Currentnly Active
Purchased over 100 shares of
Purchased few shares of
See also Nasdaq Hype Analysis, Nasdaq Correlation, Portfolio Optimization, Nasdaq Volatility as well as analyze Nasdaq Alpha and Beta and Nasdaq Performance. Please also try Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.