Zacks Market Backtesting

ZMNCX -- USA Fund  

USD 13.36  0.10  0.74%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Zacks Market Neutral C and determine expected loss or profit from investing in Zacks Market over given investment horizon. See also Zacks Market Hype Analysis, Zacks Market Correlation, Portfolio Optimization, Zacks Market Volatility as well as analyze Zacks Market Alpha and Beta and Zacks Market Performance.
Horizon     30 Days    Login   to change
SymbolX
Backtest

Zacks Market 'What if' Analysis

August 22, 2018
0.00
No Change 0.00  0.0%
In 31 days
September 21, 2018
0.00
If you would invest  0.00  in Zacks Market on August 22, 2018 and sell it all today you would earn a total of 0.00 from holding Zacks Market Neutral C or generate 0.0% return on investment in Zacks Market over 30 days. Zacks Market is related to or competes with Vanguard Institutional, American Funds, American Funds, American Funds, American Funds, American Funds, and American Funds.

Zacks Market Upside/Downside Indicators

  

Zacks Market Market Premium Indicators

Zacks Market Neutral Backtested Returns

Our philosophy towards determining volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Zacks Market Neutral which you can use to evaluate future volatility of the fund. Please check out Zacks Market Neutral to validate if risk estimate we provide are consistent with the epected return of 0.0%. The entity maintains market beta of 0.0 which attests that the returns on MARKET and Zacks Market are completely uncorrelated. Although it is extremely important to respect Zacks Market Neutral historical price patterns, it is better to be realistic regarding the information on equity current price history. The philosophy towards determining future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By examining Zacks Market Neutral technical indicators you can presently evaluate if the expected return of 0.0% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.00 

No correlation between past and present

Zacks Market Neutral C has no correlation between past and present. Overlapping area represents the amount of predictability between Zacks Market time series from August 22, 2018 to September 6, 2018 and September 6, 2018 to September 21, 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 Zacks Market Neutral price movement. The serial correlation of 0.0 indicates that just 0.0% of current Zacks Market price fluctuation can be explain by its past prices.
Correlation Coefficient0.0
Spearman Rank Test1.0
Residual Average0.0
Price Variance0.0

Zacks Market Neutral lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Zacks Market regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Zacks Market Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - ZMNCX

Zacks Market Neutral Investor Sentiment

Macroaxis portfolio users are unemotional in their take regarding investing in Zacks Market Neutral C. What is your take regarding investing in Zacks Market Neutral C? Are you bullish or bearish?
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See also Zacks Market Hype Analysis, Zacks Market Correlation, Portfolio Optimization, Zacks Market Volatility as well as analyze Zacks Market Alpha and Beta and Zacks Market Performance. Please also try ETF Directory module to find actively-traded exchange traded funds (etf) from around the world.
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