Nasdaq 100 Index Fund Market Value
| NASDX Fund | USD 44.92 0.06 0.13% |
| Symbol | Nasdaq-100 |
Nasdaq-100 Index '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-100 Index's mutual fund 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-100 Index.
| 12/02/2025 |
| 03/02/2026 |
If you would invest 0.00 in Nasdaq-100 Index on December 2, 2025 and sell it all today you would earn a total of 0.00 from holding Nasdaq 100 Index Fund or generate 0.0% return on investment in Nasdaq-100 Index over 90 days. Nasdaq-100 Index is related to or competes with Shelton Emerging, Shelton Emerging, California Tax-free, Shelton Funds, Shelton Core, and Shelton Core. Under normal market conditions, the funds policy to invest at least 80 percent of its total assets in the stocks compris... More
Nasdaq-100 Index 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-100 Index's mutual fund 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 100 Index Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.09 | |||
| Information Ratio | 0.0144 | |||
| Maximum Drawdown | 6.55 | |||
| Value At Risk | (1.91) | |||
| Potential Upside | 1.49 |
Nasdaq-100 Index Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nasdaq-100 Index's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nasdaq-100 Index's standard deviation. In reality, there are many statistical measures that can use Nasdaq-100 Index historical prices to predict the future Nasdaq-100 Index's volatility.| Risk Adjusted Performance | 0.0761 | |||
| Jensen Alpha | 0.0295 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0147 | |||
| Treynor Ratio | 0.1154 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Nasdaq-100 Index'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.
Nasdaq-100 Index March 2, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0761 | |||
| Market Risk Adjusted Performance | 0.1254 | |||
| Mean Deviation | 0.7994 | |||
| Semi Deviation | 0.961 | |||
| Downside Deviation | 1.09 | |||
| Coefficient Of Variation | 1049.23 | |||
| Standard Deviation | 1.11 | |||
| Variance | 1.23 | |||
| Information Ratio | 0.0144 | |||
| Jensen Alpha | 0.0295 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0147 | |||
| Treynor Ratio | 0.1154 | |||
| Maximum Drawdown | 6.55 | |||
| Value At Risk | (1.91) | |||
| Potential Upside | 1.49 | |||
| Downside Variance | 1.19 | |||
| Semi Variance | 0.9235 | |||
| Expected Short fall | (0.84) | |||
| Skewness | 0.597 | |||
| Kurtosis | 2.63 |
Nasdaq 100 Index Backtested Returns
Nasdaq 100 Index has Sharpe Ratio of -0.0339, which conveys that the entity had a -0.0339 % return per unit of risk over the last 3 months. Nasdaq-100 Index exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Nasdaq-100 Index's Mean Deviation of 0.7994, risk adjusted performance of 0.0761, and Downside Deviation of 1.09 to check out the risk estimate we provide. The fund secures a Beta (Market Risk) of 0.83, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Nasdaq-100 Index's returns are expected to increase less than the market. However, during the bear market, the loss of holding Nasdaq-100 Index is expected to be smaller as well.
Auto-correlation | 0.02 |
Virtually no predictability
Nasdaq 100 Index Fund has virtually no predictability. Overlapping area represents the amount of predictability between Nasdaq-100 Index time series from 2nd of December 2025 to 16th of January 2026 and 16th of January 2026 to 2nd of March 2026. 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 100 Index price movement. The serial correlation of 0.02 indicates that only 2.0% of current Nasdaq-100 Index price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.51 |
Also Currently Popular
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.Other Information on Investing in Nasdaq-100 Mutual Fund
Nasdaq-100 Index financial ratios help investors to determine whether Nasdaq-100 Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Nasdaq-100 with respect to the benefits of owning Nasdaq-100 Index security.
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like | |
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities | |
| AI Portfolio Prophet Use AI to generate optimal portfolios and find profitable investment opportunities | |
| Equity Analysis Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities |