Nasdaq Index Market Value

IXIC -  USA Index  

 14,894  86.94  0.59%

Nasdaq's market value is the price at which a share of Nasdaq stock trades on a public exchange. It measures the collective expectations of Nasdaq investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Nasdaq and determine expected loss or profit from investing in Nasdaq over a given investment horizon. Check out Nasdaq Hype Analysis, Nasdaq Correlation, Portfolio Optimization, Nasdaq Volatility, as well as analyze Nasdaq Alpha and Beta and Nasdaq Performance.
Symbol
Backtest

Please note, there is a significant difference between Nasdaq's value and its price as these two are different measures arrived at by different means. Investors typically determine Nasdaq value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Nasdaq's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

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 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 Nasdaq.
0.00
03/23/2021
No Change 0.00  0.0 
In 9 months and 28 days
01/17/2022
0.00
If you would invest  0.00  in Nasdaq on March 23, 2021 and sell it all today you would earn a total of 0.00 from holding Nasdaq or generate 0.0% return on investment in Nasdaq over 300 days.

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 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 Nasdaq upside and downside potential and time the market with a certain degree of confidence.

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.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Nasdaq'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. Please use the tools below to analyze the current value of Nasdaq in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
14,89214,89414,895
Details
Intrinsic
Valuation
LowReal ValueHigh
11,61611,61716,383
Details
Naive
Forecast
LowNext ValueHigh
14,37914,38014,382
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
14,52315,17515,826
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Nasdaq. Your research has to be compared to or analyzed against Nasdaq's peers to derive any actionable benefits. When done correctly, Nasdaq's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Nasdaq.

Nasdaq Backtested Returns

Nasdaq has Sharpe Ratio of -0.0908, which conveys that the entity had -0.0908% of return per unit of risk over the last 24 months. Macroaxis standpoint towards estimating the risk of any index is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Nasdaq exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away.
The index secures a Beta (Market Risk) of 0.0, which conveys not very significant fluctuations relative to the market. Let's try to break down what Nasdaq's beta means in this case. the returns on MARKET and Nasdaq are completely uncorrelated. Even though it is essential to pay attention to Nasdaq price patterns, it is always good to be careful when utilizing equity historical price patterns. Our philosophy towards estimating any index's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Nasdaq exposes twenty-one different technical indicators, which can help you to evaluate its performance.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
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No correlation between past and present

Nasdaq has no correlation between past and present. Overlapping area represents the amount of predictability between Nasdaq time series from 23rd of March 2021 to 20th of August 2021 and 20th of August 2021 to 17th of January 2022. 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 price movement. The serial correlation of 0.0 indicates that just 0.0% of current Nasdaq price fluctuation can be explain by its past prices.
Correlation Coefficient0.0
Spearman Rank Test0.0
Residual Average0.0
Price Variance0.0

Nasdaq lagged returns against current returns

Autocorrelation, which is Nasdaq 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 Nasdaq's index expected returns. We can calculate the autocorrelation of Nasdaq returns to help us make a trade decision. For example, suppose you find that Nasdaq index 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 stock movement to match the lagging time series.
 Current and Lagged Values 
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      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 index is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nasdaq index is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nasdaq index over time.
 Current vs Lagged Prices 
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      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 index 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 index current value and its past values and can show if there is a momentum factor associated with investing in Nasdaq.
 Regressed Prices 
Share
      Timeline 

Nasdaq Investors Sentiment

The influence of Nasdaq's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Nasdaq. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Nasdaq in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Nasdaq's short interest history, or implied volatility extrapolated from Nasdaq options trading.

Current Sentiment - IXIC

Nasdaq Investor Sentiment

Most of Macroaxis investors are at this time bullish on Nasdaq. What is your trading attitude regarding investing in USA companies? Are you bullish or bearish on Nasdaq?
Bullish
Bearish
98% Bullish
2% Bearish
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Check out Nasdaq Hype Analysis, Nasdaq Correlation, Portfolio Optimization, Nasdaq Volatility, as well as analyze Nasdaq Alpha and Beta and Nasdaq Performance. Note that the Nasdaq information on this page should be used as a complementary analysis to other Nasdaq's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.

Other Tools for Nasdaq Index

When running Nasdaq 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 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.
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