DOW Backtesting

DOW -- USA Index  

 25,793  10.33  0.04%

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
 Time Horizon     30 Days    Login   to change
SymbolX
Backtest

DOW 'What if' Analysis

December 18, 2017
0.00
No Change 0.00  0.0%
In 31 days
January 17, 2018
0.00
If you would invest  0.00  in DOW on December 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 0.5241 which denotes DOW had 0.5241% 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 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 0.1987% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.19 

Very weak predictability

DOW has very weak predictability. Overlapping area represents the amount of predictability between DOW time series from December 18, 2017 to January 2, 2018 and January 2, 2018 to January 17, 2018. 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 0.19 indicates that over 19.0% of current DOW price fluctuation can be explain by its past prices.
Correlation Coefficient 0.19
Spearman Rank Test 0.2
Price Variance 99288.41
Lagged Price Variance 1363.5

DOW Lagged Returns

 Regressed Prices 
      Timeline 

DOW Performance vs DOW

The median price of DOW for the period between Mon, Dec 18, 2017 and Wed, Jan 17, 2018 is 24824.01 with a coefficient of variation of 1.55. The daily time series for the period is distributed with a sample standard deviation of 386.71, arithmetic mean of 24998.16, and mean deviation of 326.77. The Index received some media coverage during the period.
Price Growth (%)  
      Timeline 
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