All Ords Hype Analysis, All Ords Correlation, Portfolio Optimization, All Ords Volatility as well as analyze All Ords Alpha and Beta and All Ords Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of All Ords and determine expected loss or profit from investing in All Ords over given investment horizon. See also
|Horizon||30 Days Login to change|
All Ords 'What if' Analysis
June 21, 20190.00
August 20, 20190.00
If you would invest 0.00 in All Ords on June 21, 2019 and sell it all today you would earn a total of 0.00 from holding All Ords or generate 0.0% return on investment in All Ords over 60 days.
All Ords Upside/Downside Indicators
|Value At Risk||(1.98)|
All Ords Market Premium Indicators
|Risk Adjusted Performance||0.0677|
|Total Risk Alpha||0.1114|
All Ords Backtested Returns
All Ords secures Sharpe Ratio (or Efficiency) of -0.0433 which signifies that the index had -0.0433% of return per unit of risk over the last 2 months. Macroaxis philosophy towards foreseeing risk of any index is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. All Ords exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. The organization shows Beta (market volatility) of 0.0 which signifies that the returns on MARKET and All Ords are completely uncorrelated. Even though it is essential to pay attention to All Ords historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards foreseeing future performance of any index is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. All Ords exposes twenty-one different technical indicators which can help you to evaluate its performance.
|15 days auto-correlation||(0.24)|
|Spearman Rank Test||-0.5|
All Ords lagged returns against current returns
Current and Lagged Values
All Ords regressed lagged prices vs. current prices
Current vs Lagged Prices
All Ords Lagged Returns
Also Currentnly Active
Purchased over 90 shares of
Purchased over 20 shares of
See also All Ords Hype Analysis, All Ords Correlation, Portfolio Optimization, All Ords Volatility as well as analyze All Ords Alpha and Beta and All Ords Performance. Please also try Pair Correlation module to compare performance and examine historical correlation between any two equity instruments.