NASDAQ Italy Hype Analysis, NASDAQ Italy Correlation, Portfolio Optimization, NASDAQ Italy Volatility as well as analyze NASDAQ Italy Alpha and Beta and NASDAQ Italy Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of NASDAQ Italy and determine expected loss or profit from investing in NASDAQ Italy over given investment horizon. See also
|Horizon||30 Days Login to change|
NASDAQ Italy 'What if' Analysis
June 24, 20190.00
September 22, 20190.00
If you would invest 0.00 in NASDAQ Italy on June 24, 2019 and sell it all today you would earn a total of 0.00 from holding NASDAQ Italy or generate 0.0% return on investment in NASDAQ Italy over 90 days.
NASDAQ Italy Upside/Downside Indicators
|Value At Risk||(3.45)|
NASDAQ Italy Market Premium Indicators
|Risk Adjusted Performance||0.0668|
|Total Risk Alpha||0.0592|
NASDAQ Italy Backtested Returns
NASDAQ Italy has Sharpe Ratio of 0.0346 which conveys that the index had 0.0346% of return per unit of standard deviation over the last 3 months. Our approach into estimating 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-six technical indicators for NASDAQ Italy which you can use to evaluate future volatility of the entity. The entity secures Beta (Market Risk) of 0.0 which conveys that the returns on MARKET and NASDAQ Italy are completely uncorrelated. Although it is extremely important to respect NASDAQ Italy price patterns, it is better to be realistic regarding the information on equity historical price patterns. The approach into estimating 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 inspecting NASDAQ Italy technical indicators you can now evaluate if the expected return of 0.0554% will be sustainable into the future.
|15 days auto-correlation||0.00|
|Spearman Rank Test||0.0|
NASDAQ Italy lagged returns against current returns
Current and Lagged Values
NASDAQ Italy regressed lagged prices vs. current prices
Current vs Lagged Prices
NASDAQ Italy Lagged Returns
Also Currentnly Active
Purchased over 100 shares of
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See also NASDAQ Italy Hype Analysis, NASDAQ Italy Correlation, Portfolio Optimization, NASDAQ Italy Volatility as well as analyze NASDAQ Italy Alpha and Beta and NASDAQ Italy Performance. Please also try Instant Ratings module to determine any equity ratings based on digital recommendations. macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.