Nations VolDex's market value is the price at which a share of Nations VolDex trades on a public exchange. It measures the collective expectations of Nations VolDex investors about its performance. Nations VolDex is enlisted at 18.15 as of the 18th of March 2025; that is 5.96% down since the beginning of the trading day. The index's open price was 19.3. With this module, you can estimate the performance of a buy and hold strategy of Nations VolDex and determine expected loss or profit from investing in Nations VolDex over a given investment horizon. Check out World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any index could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
Nations
Nations VolDex '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 Nations VolDex'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 Nations VolDex.
0.00
12/18/2024
No Change 0.00
0.0
In 3 months and 1 day
03/18/2025
0.00
If you would invest 0.00 in Nations VolDex on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Nations VolDex or generate 0.0% return on investment in Nations VolDex over 90 days.
Nations VolDex 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 Nations VolDex'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 Nations VolDex upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nations VolDex's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nations VolDex's standard deviation. In reality, there are many statistical measures that can use Nations VolDex historical prices to predict the future Nations VolDex's volatility.
Nations VolDex has Sharpe Ratio of 0.0579, which conveys that the entity had a 0.0579 % return per unit of risk over the last 3 months. By analyzing Nations VolDex's technical indicators, you can evaluate if the expected return of 0.55% is justified by implied risk. The index secures a Beta (Market Risk) of 0.0, which conveys not very significant fluctuations relative to the market. the returns on MARKET and Nations VolDex are completely uncorrelated.
Auto-correlation
-0.21
Weak reverse predictability
Nations VolDex has weak reverse predictability. Overlapping area represents the amount of predictability between Nations VolDex time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th of March 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 Nations VolDex price movement. The serial correlation of -0.21 indicates that over 21.0% of current Nations VolDex price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.21
Spearman Rank Test
-0.06
Residual Average
0.0
Price Variance
15.16
Nations VolDex lagged returns against current returns
Autocorrelation, which is Nations VolDex 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 Nations VolDex's index expected returns. We can calculate the autocorrelation of Nations VolDex returns to help us make a trade decision. For example, suppose you find that Nations VolDex has exhibited high autocorrelation historically, and you observe that the index 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
Nations VolDex 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 Nations VolDex index is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nations VolDex index is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nations VolDex index over time.
Current vs Lagged Prices
Timeline
Nations VolDex Lagged Returns
When evaluating Nations VolDex's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nations VolDex index have on its future price. Nations VolDex 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, Nations VolDex autocorrelation shows the relationship between Nations VolDex index current value and its past values and can show if there is a momentum factor associated with investing in Nations VolDex.
Regressed Prices
Timeline
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.