Seoul Comp (South Korea) Backtesting

KS11 -- South Korea Index  

 2,364  3.23  0.14%

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

Seoul Comp 'What if' Analysis

May 21, 2018
0.00
No Change 0.00  0.0%
In 31 days
June 20, 2018
0.00
If you would invest  0.00  in Seoul Comp on May 21, 2018 and sell it all today you would earn a total of 0.00 from holding Seoul Comp or generate 0.0% return on investment in Seoul Comp over 30 days.

Seoul Comp Upside/Downside Indicators

  

Seoul Comp Market Premium Indicators

Seoul Comp Backtested Returns

Seoul Comp owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.1967 which indicates Seoul Comp had -0.1967% of return per unit of risk over the last 1 month. Macroaxis philosophy towards measuring 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. Seoul Comp exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. The entity has beta of 0.0 which indicates the returns on MARKET and Seoul Comp are completely uncorrelated. Even though it is essential to pay attention to Seoul Comp current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards measuring 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. Seoul Comp exposes twenty-eight different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.57 

Modest predictability

Seoul Comp has modest predictability. Overlapping area represents the amount of predictability between Seoul Comp time series from May 21, 2018 to June 5, 2018 and June 5, 2018 to June 20, 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 Seoul Comp price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Seoul Comp price fluctuation can be explain by its past prices.
Correlation Coefficient 0.57
Spearman Rank Test 0.61
Price Variance 1517.02
Lagged Price Variance 314.72

Seoul Comp lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Seoul Comp regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Seoul Comp Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - KS11

Seoul Comp Investor Sentiment
Most of Macroaxis investors are at this time bullish on Seoul Comp. What is your outlook on investing in South Korea companies? Are you bullish or bearish on Seoul Comp?
Bullish
Bearish
98% Bullish
2% Bearish
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See also Seoul Comp Hype Analysis, Seoul Comp Correlation, Portfolio Optimization, Seoul Comp Volatility as well as analyze Seoul Comp Alpha and Beta and Seoul Comp Performance. Please also try Piotroski F Score module to get piotroski f score based on binary analysis strategy of nine different fundamentals.