Nu Skin Backtesting

Nu Skin Enterprises Inc -- USA Stock  

USD 70.87  0.88  1.26%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Nu Skin Enterprises Inc 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
 Time Horizon     30 Days    Login   to change

Nu Skin 'What if' Analysis

December 23, 2017
No Change 0.00  0.0%
In 31 days
January 22, 2018
If you would invest  0.00  in Nu Skin on December 23, 2017 and sell it all today you would earn a total of 0.00 from holding Nu Skin Enterprises Inc or generate 0.0% return on investment in Nu Skin over 30 days. Nu Skin is related to or competes with Este Lauder, Avon Products, Tiffany, and Kingold Jewelry. It offer skincare systems and treatment products including ageLOC Spa systems ageLOC Transformation antiaging skin care ...

Nu Skin Upside/Downside Indicators


Nu Skin Market Premium Indicators

Nu Skin Enterprises lagged returns against current returns

 Current and Lagged Values 

Nu Skin regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Nu Skin Enterprises Backtested Returns

We consider Nu Skin not too risky. Nu Skin Enterprises retains Efficiency (Sharpe Ratio) of 0.0727 which conveys that Nu Skin Enterprises had 0.0727% of return per unit of price deviation over the last 1 month. Our philosophy towards estimating volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for Nu Skin which you can use to evaluate future volatility of the firm. Please verify Nu Skin Enterprises Inc Standard Deviation of 1.2, Market Risk Adjusted Performance of 0.1581 and Mean Deviation of 0.8957 to check out if risk estimate we provide are consistent with the epected return of 0.0799%. Nu Skin has performance score of 4 on a scale of 0 to 100. The company owns Beta (Systematic Risk) of 0.6842 which conveys that as returns on market increase, Nu Skin returns are expected to increase less than the market. However during bear market, the loss on holding Nu Skin will be expected to be smaller as well.. Although it is extremely important to respect Nu Skin Enterprises existing price patterns, it is better to be realistic regarding the information on equity price patterns. The philosophy towards estimating future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing Nu Skin Enterprises technical indicators you can now evaluate if the expected return of 0.0799% will be sustainable into the future. Nu Skin Enterprises currently owns a risk of 1.099%. Please verify Nu Skin Enterprises Inc Potential Upside, and the relationship between Jensen Alpha and Accumulation Distribution to decide if Nu Skin Enterprises Inc will be following its current price history.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.12 

Insignificant predictability

Nu Skin Enterprises Inc has insignificant predictability. Overlapping area represents the amount of predictability between Nu Skin time series from December 23, 2017 to January 7, 2018 and January 7, 2018 to January 22, 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 0.12 indicates that less than 12.0% of current Nu Skin price fluctuation can be explain by its past prices.
Correlation Coefficient 0.12
Spearman Rank Test -0.37
Price Variance 0.46
Lagged Price Variance 0.35

Nu Skin Lagged Returns

 Regressed Prices 

Nu Skin Performance vs DOW

The median price of Nu Skin for the period between Sat, Dec 23, 2017 and Mon, Jan 22, 2018 is 68.41 with a coefficient of variation of 1.04. The daily time series for the period is distributed with a sample standard deviation of 0.71, arithmetic mean of 68.57, and mean deviation of 0.53. The Stock received some media coverage during the period.
Price Growth (%)  
Nu Skin exotic insider transaction detected12/28/2017