Nu Skin Backtesting

Nu Skin Enterprises -- USA Stock  

USD 71.09  0.55  0.77%

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

February 25, 2018
0.00
No Change 0.00  0.0%
In 2 months and 2 days
April 26, 2018
0.00
If you would invest  0.00  in Nu Skin on February 25, 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 60 days. Nu Skin is related to or competes with Este Lauder, Avon Products, Tiffany, Kingold Jewelry, Coty, and CELANESE CORPORAT. Nu Skin Enterprises, Inc. develops and distributes anti-aging personal care products and nutritional supplements under t...

Nu Skin Upside/Downside Indicators

Downside Deviation2.08
Information Ratio0.0271
Maximum Drawdown8.41
Value At Risk2.60
Potential Upside2.46
  

Nu Skin Market Premium Indicators

Risk Adjusted Performance0.0222
Jensen Alpha0.0128
Total Risk Alpha0.0441
Sortino Ratio0.0214
Treynor Ratio0.5662

Nu Skin Enterprises Backtested Returns

Macroaxis considers Nu Skin to be not too risky. Nu Skin Enterprises retains Efficiency (Sharpe Ratio) of -0.0062 which conveys that Nu Skin Enterprises had -0.0062% of return per unit of price deviation over the last 2 months. 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 1.64, Market Risk Adjusted Performance of 0.5762 and Mean Deviation of 1.18 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 0.0214 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 -0.0104%. 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(0.14) 

Insignificant reverse predictability

Nu Skin Enterprises has insignificant reverse predictability. Overlapping area represents the amount of predictability between Nu Skin time series from February 25, 2018 to March 27, 2018 and March 27, 2018 to April 26, 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 -0.14 indicates that less than 14.0% of current Nu Skin price fluctuation can be explain by its past prices. Given that Nu Skin Enterprises has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Nu Skin for similar time interval.
Correlation Coefficient -0.14
Spearman Rank Test -0.16
Price Variance 2.47
Lagged Price Variance 1.28

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 Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.