NQTH Hype Analysis, NQTH Correlation, Portfolio Optimization, NQTH Volatility as well as analyze NQTH Alpha and Beta and NQTH Performance.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
|Horizon||30 Days Login to change|
NQTH 'What if' Analysis
June 24, 20190.00
August 23, 20190.00
If you would invest 0.00 in NQTH on June 24, 2019 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
|Value At Risk||(1.27)|
NQTH Market Premium Indicators
|Risk Adjusted Performance||(0.16)|
|Total Risk Alpha||(0.06)|
NQTH Backtested Returns
NQTH has Sharpe Ratio of -0.1565 which conveys that the entity had -0.1565% 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-one 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-one different technical indicators which can help you to evaluate its performance.
|15 days auto-correlation||0.53|
|Spearman Rank Test||0.43|
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 40 shares of
Purchased over 70 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 Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. drill down to check world indexes.