Russell 2000 Hype Analysis, Russell 2000 Correlation, Portfolio Optimization, Russell 2000 Volatility as well as analyze Russell 2000 Alpha and Beta and Russell 2000 Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of Russell 2000 and determine expected loss or profit from investing in Russell 2000 over given investment horizon. See also
|Horizon||30 Days Login to change|
Russell 2000 'What if' Analysis
June 21, 20190.00
August 20, 20190.00
If you would invest 0.00 in Russell 2000 on June 21, 2019 and sell it all today you would earn a total of 0.00 from holding Russell 2000 or generate 0.0% return on investment in Russell 2000 over 60 days.
Russell 2000 Upside/Downside Indicators
|Value At Risk||(1.51)|
Russell 2000 Market Premium Indicators
|Risk Adjusted Performance||(0.042738)|
|Total Risk Alpha||(0.02271)|
Russell 2000 Backtested Returns
Russell 2000 maintains Sharpe Ratio (i.e. Efficiency) of -0.0504 which implies the entity had -0.0504% of return per unit of risk over the last 2 months. Macroaxis philosophy towards forecasting risk of any index is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Russell 2000 exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. The index holds Beta of 0.0 which implies the returns on MARKET and Russell 2000 are completely uncorrelated. Even though it is essential to pay attention to Russell 2000 current trending patterns, it is always good to be careful when utilizing equity existing price patterns. Macroaxis philosophy towards forecasting future performance of any index is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Russell 2000 exposes twenty-eight different technical indicators which can help you to evaluate its performance.
|15 days auto-correlation||(0.24)|
|Spearman Rank Test||0.03|
Russell 2000 lagged returns against current returns
Current and Lagged Values
Russell 2000 regressed lagged prices vs. current prices
Current vs Lagged Prices
Russell 2000 Lagged Returns
Also Currentnly Active
Purchased over 90 shares of
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See also Russell 2000 Hype Analysis, Russell 2000 Correlation, Portfolio Optimization, Russell 2000 Volatility as well as analyze Russell 2000 Alpha and Beta and Russell 2000 Performance. Please also try Transaction History module to view history of all your transactions and understand their impact on performance.