Nasdaq US Backtesting

NQUSSGN -- USA Index  

 1,836  4.32  0.23%

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

Nasdaq US 'What if' Analysis

October 19, 2019
No Change 0.00  0.0 
In 3 months and 1 day
January 17, 2020
If you would invest  0.00  in Nasdaq US on October 19, 2019 and sell it all today you would earn a total of 0.00 from holding Nasdaq US Small Cap Growth NTR or generate 0.0% return on investment in Nasdaq US over 90 days. Nasdaq US is related to or competes with SK Innovation, Apple, Microsoft, Alphabet, Amazon Com, VEDANTA, and Facebook. Nasdaq US is entity of United States. It is traded as Index on NIM exchange.

Nasdaq US Upside/Downside Indicators

Downside Deviation0.5867
Information Ratio0.0977
Maximum Drawdown2.74
Value At Risk(0.63)
Potential Upside1.0

Nasdaq US Market Premium Indicators

Risk Adjusted Performance0.1564
Total Risk Alpha0.0391
Sortino Ratio0.0891

Nasdaq US Small Backtested Returns

Nasdaq US Small has Sharpe Ratio of 0.3471 which conveys that the entity had 0.3471% of return per unit of risk over the last 3 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-six technical indicators for Nasdaq US 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 US are completely uncorrelated. Although it is extremely important to respect Nasdaq US Small 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 US Small technical indicators you can presently evaluate if the expected return of 0.1932% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.00 
correlation synergy

No correlation between past and present

Nasdaq US Small Cap Growth NTR has no correlation between past and present. Overlapping area represents the amount of predictability between Nasdaq US time series from October 19, 2019 to December 3, 2019 and December 3, 2019 to January 17, 2020. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Nasdaq US Small price movement. The serial correlation of 0.0 indicates that just 0.0% of current Nasdaq US price fluctuation can be explain by its past prices.
Correlation Coefficient0.0
Spearman Rank Test0.0
Residual Average0.0
Price Variance0.0

Nasdaq US Small lagged returns against current returns

 Current and Lagged Values 

Nasdaq US regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Nasdaq US Lagged Returns

 Regressed Prices 

Current Sentiment - NQUSSGN

Nasdaq US Small Investor Sentiment

Macroaxis traders are unemotional in their take regarding direction of Nasdaq US Small Cap Growth NTR Index. What is your trading attitude regarding investing in USA companies? Are you bullish or bearish on Nasdaq US Small Cap Growth NTR?
50% Bullish
50% Bearish

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See also Nasdaq US Hype Analysis, Nasdaq US Correlation, Portfolio Optimization, Nasdaq US Volatility as well as analyze Nasdaq US Alpha and Beta and Nasdaq US Performance. Please also try Volatility Analysis module to get historical volatility and risk analysis based on latest market data.