DOW Backtesting

DOW -- USA Index  

 23,271  138.19  0.59%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of DOW and determine expected loss or profit from investing in DOW over given investment horizon. See also DOW Hype Analysis, DOW Correlation, Portfolio Optimization, DOW Volatility as well as analyze DOW Alpha and Beta and DOW Performance
Investment Horizon     30 Days    Login   to change
SymbolX
Backtest

DOW 'What if' Analysis

October 18, 2017
0.00
No Change 0.00  0.0%
In 31 days
November 17, 2017
0.00
If you would invest  0.00  in DOW on October 18, 2017 and sell it all today you would earn a total of 0.00 from holding DOW or generate 0.0% return on investment in DOW over 30 days. DTC Industries is entity of Thailand. It is traded as Stock on SET exchange.

DOW Upside/Downside Indicators

  

DOW Market Premium Indicators

DOW lagged returns against current returns

 Current and Lagged Values 
      Timeline 

DOW regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

DOW Backtested Returns

DOW secures Sharpe Ratio (or Efficiency) of 0.0682 which denotes DOW had 0.0682% of return per unit of volatility over the last 1 month. Our approach towards predicting volatility of a index is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for DOW which you can use to evaluate future volatility of the entity. The organization shows Beta (market volatility) of 0.0 which denotes to the fact that the returns on MARKET and DOW are completely uncorrelated. Although it is extremely important to respect DOW historical returns, it is better to be realistic regarding the information on equity current trending patterns. The approach towards predicting future performance of any index is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By evaluating DOW technical indicators you can now evaluate if the expected return of 0.0228% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.48) 

Modest reverse predictability

DOW has modest reverse predictability. Overlapping area represents the amount of predictability between DOW time series from October 18, 2017 to November 2, 2017 and November 2, 2017 to November 17, 2017. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of DOW price movement. The serial correlation of -0.48 indicates that about 48.0% of current DOW price fluctuation can be explain by its past prices. Given that DOW has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of DOW for similar time interval.
Correlation Coefficient -0.48
Spearman Rank Test -0.8
Price Variance 10245.04
Lagged Price Variance 9307.66

DOW Lagged Returns

 Regressed Prices 
      Timeline 

DOW Performance vs DOW

The median price of DOW for the period between Wed, Oct 18, 2017 and Fri, Nov 17, 2017 is 23422.21 with a coefficient of variation of 0.61. The daily time series for the period is distributed with a sample standard deviation of 143.5, arithmetic mean of 23382.59, and mean deviation of 108.72. The Index did not receive any noticable media coverage during the period.
Price Growth (%)  
      Timeline