Russia TR (Russia) Market Value

NQRUT -  Russia Index  

 1,800  10.66  0.60%

Russia TR's market value is the price at which a share of Russia TR stock trades on a public exchange. It measures the collective expectations of Russia TR investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Russia TR and determine expected loss or profit from investing in Russia TR over a given investment horizon. Check out Russia TR Hype Analysis, Russia TR Correlation, Portfolio Optimization, Russia TR Volatility, as well as analyze Russia TR Alpha and Beta and Russia TR Performance.
Symbol
Backtest

Please note, there is a significant difference between Russia TR's value and its price as these two are different measures arrived at by different means. Investors typically determine Russia TR value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Russia TR's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Russia TR 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Russia TR's index what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Russia TR.
0.00
08/07/2020
No Change 0.00  0.0 
In 11 months and 27 days
08/02/2021
0.00
If you would invest  0.00  in Russia TR on August 7, 2020 and sell it all today you would earn a total of 0.00 from holding Russia TR or generate 0.0% return on investment in Russia TR over 360 days.

Russia TR Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Russia TR's index current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Russia TR upside and downside potential and time the market with a certain degree of confidence.

Russia TR Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Russia TR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Russia TR's standard deviation. In reality, there are many statistical measures that can use Russia TR historical prices to predict the future Russia TR's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Russia TR's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of Russia TR in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
1,7991,8001,800
Details
Intrinsic
Valuation
LowReal ValueHigh
1,6191,6201,979
Details
Naive
Forecast
LowNext ValueHigh
1,8091,8101,811
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
1,7201,7681,816
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Russia TR. Your research has to be compared to or analyzed against Russia TR's peers to derive any actionable benefits. When done correctly, Russia TR's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Russia TR.

Russia TR Backtested Returns

Russia TR maintains Sharpe Ratio (i.e., Efficiency) of 0.11, which implies the entity had 0.11% of return per unit of risk over the last 3 months. Our standpoint towards forecasting the volatility of an index is to use all available market data together with index-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Russia TR, which you can use to evaluate the future volatility of the index.
The index holds a Beta of 0.0, which implies not very significant fluctuations relative to the market. Let's try to break down what Russia's beta means in this case. the returns on MARKET and Russia TR are completely uncorrelated. Although it is extremely important to respect Russia TR current trending patterns, it is better to be realistic regarding the information on equity existing price patterns. The philosophy towards forecasting future performance of any index is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing Russia TR technical indicators, you can presently evaluate if the expected return of 0.0943% will be sustainable into the future.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
   0.03   

Virtually no predictability

Russia TR has virtually no predictability. Overlapping area represents the amount of predictability between Russia TR time series from 7th of August 2020 to 3rd of February 2021 and 3rd of February 2021 to 2nd of August 2021. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Russia TR price movement. The serial correlation of 0.03 indicates that only 3.0% of current Russia TR price fluctuation can be explain by its past prices.
Correlation Coefficient0.03
Spearman Rank Test0.21
Residual Average0.0
Price Variance1900.69

Russia TR lagged returns against current returns

Autocorrelation, which is Russia TR index's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Russia TR's index expected returns. We can calculate the autocorrelation of Russia TR returns to help us make a trade decision. For example, suppose you find that Russia TR index has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
 Current and Lagged Values 
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      Timeline 

Russia TR regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Russia TR index is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Russia TR index is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Russia TR index over time.
 Current vs Lagged Prices 
Share
      Timeline 

Russia TR Lagged Returns

When evaluating Russia TR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Russia TR index have on its future price. Russia TR autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Russia TR autocorrelation shows the relationship between Russia TR index current value and its past values and can show if there is a momentum factor associated with investing in Russia TR.
 Regressed Prices 
Share
      Timeline 

Russia TR Investors Sentiment

The influence of Russia TR's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Russia. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.

Current Sentiment - NQRUT

Russia TR Investor Sentiment

Most of Macroaxis investors are at this time bullish on Russia TR. What is your perspective on investing in Russia companies? Are you bullish or bearish on Russia TR?
Bullish
Bearish
98% Bullish
2% Bearish
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity..
Check out Russia TR Hype Analysis, Russia TR Correlation, Portfolio Optimization, Russia TR Volatility, as well as analyze Russia TR Alpha and Beta and Russia TR Performance. Note that the Russia TR information on this page should be used as a complementary analysis to other Russia TR's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.

Other Tools for Russia Index

When running Russia TR price analysis, check to measure Russia TR's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Russia TR is operating at the current time. Most of Russia TR's value examination focuses on studying past and present price action to predict the probability of Russia TR's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Russia TR's price. Additionally, you may evaluate how the addition of Russia TR to your portfolios can decrease your overall portfolio volatility.
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