>

Nasdaq Yewno Backtesting

NYD
NYDTB -- USA Index  

 1,020  13.45  1.34%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Nasdaq Yewno Global Disruptive and determine expected loss or profit from investing in Nasdaq Yewno over given investment horizon. Check out Nasdaq Yewno Hype Analysis, Nasdaq Yewno Correlation, Portfolio Optimization, Nasdaq Yewno Volatility as well as analyze Nasdaq Yewno Alpha and Beta and Nasdaq Yewno Performance.
Symbol
Backtest

Nasdaq Yewno 'What if' Analysis

0.00
11/30/2019
No Change 0.00  0.0 
In 2 months and 31 days
02/28/2020
0.00
If you would invest  0.00  in Nasdaq Yewno on November 30, 2019 and sell it all today you would earn a total of 0.00 from holding Nasdaq Yewno Global Disruptive or generate 0.0% return on investment in Nasdaq Yewno over 90 days. Nasdaq Yewno is related to or competes with SK Innovation, Microsoft, Apple, Alphabet, Amazon Com, Berkshire Hathaway, and Facebook.

Nasdaq Yewno Upside/Downside Indicators

Information Ratio(0.1)
Maximum Drawdown7.92
Value At Risk(5.43)
Potential Upside1.96

Nasdaq Yewno Market Premium Indicators

Risk Adjusted Performance(0.19)
Total Risk Alpha(0.09)

Nasdaq Yewno Global Backtested Returns

Nasdaq Yewno Global has Sharpe Ratio of -0.1465 which conveys that the entity had -0.1465% of return per unit of risk over the last 3 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. Nasdaq Yewno exposes twenty-eight 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 Nasdaq Yewno are completely uncorrelated. Even though it is essential to pay attention to Nasdaq Yewno Global 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. Nasdaq Yewno exposes twenty-eight different technical indicators, which can help you to evaluate its performance.
AdviceVolatility TrendExposureCorrelations
15 days auto-correlation 0.61 
correlation synergy

Good predictability

Nasdaq Yewno Global Disruptive has good predictability. Overlapping area represents the amount of predictability between Nasdaq Yewno time series from November 30, 2019 to January 14, 2020 and January 14, 2020 to February 28, 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 Yewno Global price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Nasdaq Yewno price fluctuation can be explain by its past prices.
Correlation Coefficient0.61
Spearman Rank Test0.37
Residual Average0.0
Price Variance25.35

Nasdaq Yewno Global lagged returns against current returns

 Current and Lagged Values 
    
  Timeline 

Nasdaq Yewno regressed lagged prices vs. current prices

 Current vs Lagged Prices 
    
  Timeline 

Nasdaq Yewno Lagged Returns

 Regressed Prices 
    
  Timeline 

Current Sentiment - NYDTB

Nasdaq Yewno Global Investor Sentiment

Macroaxis traders are unemotional in their take regarding direction of Nasdaq Yewno Global Disruptive Index. What is your trading attitude regarding investing in USA companies? Are you bullish or bearish on Nasdaq Yewno Global Disruptive?
Bullish
Bearish
50% Bullish
50% Bearish
Skip

Also Currentnly Active

Purchased over 100 shares of
few hours ago
Traded for 30.71
Purchased over 500 shares of
few hours ago
Traded for 3.54
Purchased over 100 shares of
few hours ago
Traded for 30.71
Check out Nasdaq Yewno Hype Analysis, Nasdaq Yewno Correlation, Portfolio Optimization, Nasdaq Yewno Volatility as well as analyze Nasdaq Yewno Alpha and Beta and Nasdaq Yewno Performance. Please also try Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.