Nu Skin Backtesting

NUS -- USA Stock  

USD 74.66  0.07  0.09%

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.
 Time Horizon     30 Days    Login   to change
SymbolX
Backtest

Nu Skin 'What if' Analysis

June 19, 2018
0.00
No Change 0.00  0.0%
In 31 days
July 19, 2018
0.00
If you would invest  0.00  in Nu Skin on June 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, Procter Gamble, Avon Products, CCA Industries, Clorox, e l, and Citigroup Inc. Nu Skin Enterprises, Inc. develops and distributes anti-aging personal care products and nutritional supplements under t...

Nu Skin Upside/Downside Indicators

Information Ratio0.57
Maximum Drawdown3.56
Value At Risk1.94
Potential Upside0.9357
  

Nu Skin Market Premium Indicators

Risk Adjusted Performance0.25
Jensen Alpha0.42
Total Risk Alpha0.63
Treynor Ratio101.73

Nu Skin Enterprises Backtested Returns

Macroaxis considers Nu Skin to be not too risky. Nu Skin Enterprises retains Efficiency (Sharpe Ratio) of -0.4242 which conveys that Nu Skin Enterprises had -0.4242% 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 0.9596, Market Risk Adjusted Performance of 101.72 and Mean Deviation of 0.7518 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 0.0041 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.. 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 -0.4071%. 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 0.91 

Excellent predictability

Nu Skin Enterprises has excellent predictability. Overlapping area represents the amount of predictability between Nu Skin time series from June 19, 2018 to July 4, 2018 and July 4, 2018 to July 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 0.91 indicates that approximately 91.0% of current Nu Skin price fluctuation can be explain by its past prices.
Correlation Coefficient 0.91
Spearman Rank Test 0.94
Price Variance 2.41
Lagged Price Variance 2.66

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 

Current Sentiment - NUS

Nu Skin Enterprises Investor Sentiment
Greater number of Macroaxis users are now bullish on Nu Skin Enterprises. What is your trading attitude regarding investing in Nu Skin Enterprises? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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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 Watchlist Optimization module to optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm.