Nationwide Bailard Hype Analysis, Nationwide Bailard Correlation, Portfolio Optimization, Nationwide Bailard Volatility as well as analyze Nationwide Bailard Alpha and Beta and Nationwide Bailard Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of Nationwide Bailard Emerging Mar and determine expected loss or profit from investing in Nationwide Bailard over given investment horizon. Please see also
|Horizon||30 Days Login to change|
Nationwide Bailard 'What if' Analysis
June 24, 20190.00
August 23, 20190.00
If you would invest 0.00 in Nationwide Bailard on June 24, 2019 and sell it all today you would earn a total of 0.00 from holding Nationwide Bailard Emerging Mar or generate 0.0% return on investment in Nationwide Bailard over 60 days. Nationwide Bailard is related to or competes with Invesco Oppenheimer, Invesco Oppenheimer, Invesco Oppenheimer, Invesco Oppenheimer, American Funds, New World, and American Funds. The fund will, under normal circumstances, invest at least 80 percent of its net assets in the equity securities of issu...
Nationwide Bailard Upside/Downside Indicators
|Value At Risk||(1.50)|
Nationwide Bailard Market Premium Indicators
|Risk Adjusted Performance||(0.07)|
|Total Risk Alpha||(0.06)|
Nationwide Bailard Backtested Returns
Macroaxis considers Nationwide Bailard to be slightly risky. Nationwide Bailard has Sharpe Ratio of -0.0821 which conveys that the entity had -0.0821% of return per unit of risk over the last 2 months. Macroaxis philosophy towards estimating risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Nationwide Bailard exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify Nationwide Bailard Emerging Mar Risk Adjusted Performance of
(0.07) and Mean Deviation of 0.79 to check out risk estimate we provide. The fund secures Beta (Market Risk) of 1.2009 which conveys that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Nationwide Bailard will likely underperform. Even though it is essential to pay attention to Nationwide Bailard price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis philosophy towards estimating future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Nationwide Bailard exposes twenty-one different technical indicators which can help you to evaluate its performance.
|15 days auto-correlation||(0.59)|
|Spearman Rank Test||-0.44|
Nationwide Bailard lagged returns against current returns
Current and Lagged Values
Nationwide Bailard regressed lagged prices vs. current prices
Current vs Lagged Prices
Nationwide Bailard Lagged Returns
Please see also Nationwide Bailard Hype Analysis, Nationwide Bailard Correlation, Portfolio Optimization, Nationwide Bailard Volatility as well as analyze Nationwide Bailard Alpha and Beta and Nationwide Bailard Performance. Please also try Fund Screener module to find activelly-traded funds from around the world traded on over 30 global exchanges.