Russell 2000 Hype Analysis, Russell 2000 Correlation, Portfolio Optimization, Russell 2000 Volatility as well as analyze Russell 2000 Alpha and Beta and Russell 2000 Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of Russell 2000 and determine expected loss or profit from investing in Russell 2000 over given investment horizon. See also
|Horizon||30 Days Login to change|
Russell 2000 'What if' Analysis
July 21, 20190.00
October 19, 20190.00
If you would invest 0.00 in Russell 2000 on July 21, 2019 and sell it all today you would earn a total of 0.00 from holding Russell 2000 or generate 0.0% return on investment in Russell 2000 over 90 days.
Russell 2000 Upside/Downside Indicators
|Value At Risk||(3.07)|
Russell 2000 Market Premium Indicators
|Risk Adjusted Performance||(0.00659)|
|Total Risk Alpha||0.0214|
Russell 2000 Backtested Returns
Russell 2000 maintains Sharpe Ratio (i.e. Efficiency) of 0.0011 which implies the entity had 0.0011% of return per unit of risk over the last 3 months. Our philosophy towards forecasting 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 Russell 2000 which you can use to evaluate future volatility of the index. The index holds Beta of 0.0 which implies the returns on MARKET and Russell 2000 are completely uncorrelated. Although it is extremely important to respect Russell 2000 current trending patterns, it is better to be realistic regarding the information on equity existing price patterns. The philosophy towards forecasting 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 Russell 2000 technical indicators you can presently evaluate if the expected return of 0.0017% will be sustainable into the future.
|15 days auto-correlation||0.45|
|Spearman Rank Test||0.2|
Russell 2000 lagged returns against current returns
Current and Lagged Values
Russell 2000 regressed lagged prices vs. current prices
Current vs Lagged Prices
Russell 2000 Lagged Returns
Also Currentnly Active
Purchased over 70 shares of
Purchased few shares of
See also Russell 2000 Hype Analysis, Russell 2000 Correlation, Portfolio Optimization, Russell 2000 Volatility as well as analyze Russell 2000 Alpha and Beta and Russell 2000 Performance. Please also try Chance of Distress module to get analysis of equity chance of financial distress in the next 2 years.