NASDAQ Global Hype Analysis, NASDAQ Global Correlation, Portfolio Optimization, NASDAQ Global Volatility as well as analyze NASDAQ Global Alpha and Beta and NASDAQ Global Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of NASDAQ Global Ex UK Large Mid C and determine expected loss or profit from investing in NASDAQ Global over given investment horizon. See also
|Horizon||30 Days Login to change|
NASDAQ Global 'What if' Analysis
July 23, 20190.00
October 21, 20190.00
If you would invest 0.00 in NASDAQ Global on July 23, 2019 and sell it all today you would earn a total of 0.00 from holding NASDAQ Global Ex UK Large Mid C or generate 0.0% return on investment in NASDAQ Global over 90 days.
NASDAQ Global Upside/Downside Indicators
|Value At Risk||(1.75)|
NASDAQ Global Market Premium Indicators
|Risk Adjusted Performance||(0.018963)|
|Total Risk Alpha||0.0013|
NASDAQ Global Ex Backtested Returns
NASDAQ Global Ex has Sharpe Ratio of 0.0052 which conveys that the index had 0.0052% 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-eight technical indicators for NASDAQ Global 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 Global are completely uncorrelated. Although it is extremely important to respect NASDAQ Global Ex 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 Global Ex technical indicators you can now evaluate if the expected return of 0.0038% will be sustainable into the future.
|15 days auto-correlation||0.00|
|Spearman Rank Test||0.0|
NASDAQ Global Ex lagged returns against current returns
Current and Lagged Values
NASDAQ Global regressed lagged prices vs. current prices
Current vs Lagged Prices
NASDAQ Global Lagged Returns
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See also NASDAQ Global Hype Analysis, NASDAQ Global Correlation, Portfolio Optimization, NASDAQ Global Volatility as well as analyze NASDAQ Global Alpha and Beta and NASDAQ Global Performance. Please also try Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.