Nasdaq (UK) Market Value
| 0K4T Stock | 82.45 0.85 1.04% |
| Symbol | Nasdaq |
Nasdaq '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 Nasdaq's stock 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 Nasdaq.
| 01/02/2025 |
| 02/01/2025 |
If you would invest 0.00 in Nasdaq on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding Nasdaq Inc or generate 0.0% return on investment in Nasdaq over 30 days. Nasdaq is related to or competes with Southwest Airlines, Pets At, Iron Mountain, BW Offshore, Foresight Environmental, United States, and Hochschild Mining. Nasdaq is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Nasdaq 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 Nasdaq's stock 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 Nasdaq Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 13.87 | |||
| Information Ratio | 0.081 | |||
| Maximum Drawdown | 208.0 | |||
| Value At Risk | (1.70) | |||
| Potential Upside | 1.65 |
Nasdaq Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nasdaq's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nasdaq's standard deviation. In reality, there are many statistical measures that can use Nasdaq historical prices to predict the future Nasdaq's volatility.| Risk Adjusted Performance | 0.0801 | |||
| Jensen Alpha | 2.06 | |||
| Total Risk Alpha | 0.045 | |||
| Sortino Ratio | 0.1565 | |||
| Treynor Ratio | 0.8659 |
Nasdaq Inc Backtested Returns
Nasdaq is somewhat reliable given 3 months investment horizon. Nasdaq Inc has Sharpe Ratio of 0.086, which conveys that the firm had a 0.086 % return per unit of risk over the last 3 months. We are able to interpolate and collect twenty-nine different technical indicators, which can help you to evaluate if expected returns of 2.34% are justified by taking the suggested risk. Use Nasdaq Inc Mean Deviation of 6.17, risk adjusted performance of 0.0801, and Downside Deviation of 13.87 to evaluate company specific risk that cannot be diversified away. Nasdaq holds a performance score of 6 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of 2.59, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Nasdaq will likely underperform. Use Nasdaq Inc jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to analyze future returns on Nasdaq Inc.
Auto-correlation | 0.26 |
Poor predictability
Nasdaq Inc has poor predictability. Overlapping area represents the amount of predictability between Nasdaq time series from 2nd of January 2025 to 17th of January 2025 and 17th of January 2025 to 1st of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Nasdaq Inc price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current Nasdaq price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 1.22 |
Nasdaq Inc lagged returns against current returns
Autocorrelation, which is Nasdaq stock'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 Nasdaq's stock expected returns. We can calculate the autocorrelation of Nasdaq returns to help us make a trade decision. For example, suppose you find that Nasdaq 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 price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Nasdaq 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 Nasdaq stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nasdaq stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nasdaq stock over time.
Current vs Lagged Prices |
| Timeline |
Nasdaq Lagged Returns
When evaluating Nasdaq's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nasdaq stock have on its future price. Nasdaq 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, Nasdaq autocorrelation shows the relationship between Nasdaq stock current value and its past values and can show if there is a momentum factor associated with investing in Nasdaq Inc.
Regressed Prices |
| Timeline |
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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.Additional Tools for Nasdaq Stock Analysis
When running Nasdaq's price analysis, check to measure Nasdaq'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 Nasdaq is operating at the current time. Most of Nasdaq's value examination focuses on studying past and present price action to predict the probability of Nasdaq's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Nasdaq's price. Additionally, you may evaluate how the addition of Nasdaq to your portfolios can decrease your overall portfolio volatility.