Nu Skin Backtesting

NUS -- USA Stock  

USD 70.82  0.83  1.16%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Nu Skin Enterprises and determine expected loss or profit from investing in Nu Skin over given investment horizon. Please see also Nu Skin Hype Analysis, Nu Skin Correlation, Nu Skin Valuation, Nu Skin Volatility as well as analyze Nu Skin Alpha and Beta and Nu Skin Performance.
Horizon     30 Days    Login   to change
SymbolX
Backtest

Nu Skin 'What if' Analysis

September 19, 2018
0.00
No Change 0.00  0.0%
In 31 days
October 19, 2018
0.00
If you would invest  0.00  in Nu Skin on September 19, 2018 and sell it all today you would earn a total of 0.00 from holding Nu Skin Enterprises or generate 0.0% return on investment in Nu Skin over 30 days. Nu Skin is related to or competes with Colgate Palmolive, Este Lauder, Procter Gamble, Acme United, Avon Products, CCA Industries, and Church Dwight. Nu Skin Enterprises, Inc. develops and distributes anti-aging personal care products and nutritional supplements under t...

Nu Skin Upside/Downside Indicators

Information Ratio0.25
Maximum Drawdown6.93
Value At Risk4.26
Potential Upside1.77
  

Nu Skin Market Premium Indicators

Risk Adjusted Performance0.36
Jensen Alpha0.49
Total Risk Alpha0.36
Treynor Ratio0.59

Nu Skin Enterprises Backtested Returns

Macroaxis considers Nu Skin to be not too risky. Nu Skin Enterprises retains Efficiency (Sharpe Ratio) of -0.325 which conveys that Nu Skin Enterprises had -0.325% of return per unit of price deviation over the last 1 month. Macroaxis philosophy towards estimating risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Nu Skin exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify Nu Skin Enterprises Standard Deviation of 2.13, Market Risk Adjusted Performance of 0.58 and Mean Deviation of 1.67 to check out risk estimate we provide. Macroaxis gives Nu Skin performance score of 0 on a scale of 0 to 100. The company owns Beta (Systematic Risk) of 1.2163 which conveys that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Nu Skin will likely underperform.. Even though it is essential to pay attention to Nu Skin Enterprises existing price patterns, it is always good to be careful when utilizing equity price patterns. Macroaxis philosophy towards estimating future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Nu Skin exposes twenty-one different technical indicators which can help you to evaluate its performance. Nu Skin Enterprises has expected return of -0.6764%. Please be advised to verify Nu Skin Enterprises Market Risk Adjusted Performance, Variance as well as the relationship between Variance and Potential Upside to decide if Nu Skin Enterprises past performance will be repeated at future time.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.50 

Modest predictability

Nu Skin Enterprises has modest predictability. Overlapping area represents the amount of predictability between Nu Skin time series from September 19, 2018 to October 4, 2018 and October 4, 2018 to October 19, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Nu Skin Enterprises price movement. The serial correlation of 0.5 indicates that about 50.0% of current Nu Skin price fluctuation can be explain by its past prices.
Correlation Coefficient0.5
Spearman Rank Test0.44
Residual Average0.0
Price Variance11.36

Nu Skin Enterprises lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Nu Skin regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Nu Skin Lagged Returns

 Regressed Prices 
      Timeline 

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Please see also Nu Skin Hype Analysis, Nu Skin Correlation, Nu Skin Valuation, Nu Skin Volatility as well as analyze Nu Skin Alpha and Beta and Nu Skin Performance. Please also try Chance of Distress module to get analysis of equity chance of financial distress in the next 2 years.
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