Nasdaq Bank's market value is the price at which a share of Nasdaq Bank trades on a public exchange. It measures the collective expectations of Nasdaq Bank investors about its performance. Nasdaq Bank is enlisted at 4533.88 as of the 20th of July 2025; that is 0.03 percent decrease since the beginning of the trading day. The index's open price was 4535.06. With this module, you can estimate the performance of a buy and hold strategy of Nasdaq Bank and determine expected loss or profit from investing in Nasdaq Bank over a given investment horizon. Check out Trending Equities 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
Nasdaq
Nasdaq Bank '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 Bank'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 Bank.
0.00
04/21/2025
No Change 0.00
0.0
In 3 months and 1 day
07/20/2025
0.00
If you would invest 0.00 in Nasdaq Bank on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Nasdaq Bank or generate 0.0% return on investment in Nasdaq Bank over 90 days.
Nasdaq Bank 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 Bank'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 Bank 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 Nasdaq Bank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nasdaq Bank's standard deviation. In reality, there are many statistical measures that can use Nasdaq Bank historical prices to predict the future Nasdaq Bank's volatility.
Nasdaq Bank has Sharpe Ratio of 0.22, which conveys that the entity had a 0.22 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Nasdaq Bank, which you can use to evaluate the volatility of the index. 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 Nasdaq Bank are completely uncorrelated.
Auto-correlation
0.63
Good predictability
Nasdaq Bank has good predictability. Overlapping area represents the amount of predictability between Nasdaq Bank time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 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 Bank price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current Nasdaq Bank price fluctuation can be explain by its past prices.
Correlation Coefficient
0.63
Spearman Rank Test
0.61
Residual Average
0.0
Price Variance
31.1 K
Nasdaq Bank lagged returns against current returns
Autocorrelation, which is Nasdaq Bank 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 Bank's index expected returns. We can calculate the autocorrelation of Nasdaq Bank returns to help us make a trade decision. For example, suppose you find that Nasdaq Bank 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
Nasdaq Bank 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 Bank index is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nasdaq Bank index is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nasdaq Bank index over time.
Current vs Lagged Prices
Timeline
Nasdaq Bank Lagged Returns
When evaluating Nasdaq Bank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nasdaq Bank index have on its future price. Nasdaq Bank 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 Bank autocorrelation shows the relationship between Nasdaq Bank index current value and its past values and can show if there is a momentum factor associated with investing in Nasdaq Bank.
Regressed Prices
Timeline
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