Jan

11

Looking at 5-day forward returns after one-day net changes of 5% or more, the expectation for NVDA stock is negative based on the period back to 2015, but if I shrink the study period to only the past 2 years, results are consistent with randomness with a t score of -0.60.

Output of my Python code:
The sample mean log return is 0.0019077453098868752
The population mean log return is 0.005224266059430747
Backtest sample statistics (log returns):
Mean: 0.0019077453098868752
Standard deviation: 0.03251087812071903
N: 35
t: -0.6035149614769291

I put my code on Github.

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