Greece TR (Greece) Backtesting

Greece TR -- Greece Index  

EUR 614.74  0.0003  0.00%

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

Greece TR 'What if' Analysis

January 26, 2018
No Change 0.00  0.0%
In 31 days
February 25, 2018
If you would invest  0.00  in Greece TR on January 26, 2018 and sell it all today you would earn a total of 0.00 from holding Greece TR or generate 0.0% return on investment in Greece TR over 30 days.

Greece TR Upside/Downside Indicators


Greece TR Market Premium Indicators

Greece TR lagged returns against current returns

 Current and Lagged Values 

Greece TR regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Greece TR Backtested Returns

Greece TR holds Efficiency (Sharpe) Ratio of -0.2137 which attests that Greece TR had -0.2137% of return per unit of risk over the last 1 month. Macroaxis philosophy towards determining 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. Greece TR exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. The index retains Market Volatility (i.e. Beta) of 0.0 which attests that the returns on MARKET and Greece TR are completely uncorrelated. Even though it is essential to pay attention to Greece TR current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis philosophy towards determining 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. Greece TR exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.36 

Below average predictability

Greece TR has below average predictability. Overlapping area represents the amount of predictability between Greece TR time series from January 26, 2018 to February 10, 2018 and February 10, 2018 to February 25, 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 Greece TR price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Greece TR price fluctuation can be explain by its past prices.
Correlation Coefficient 0.36
Spearman Rank Test 0.18
Price Variance 39.07
Lagged Price Variance 224.13

Greece TR Lagged Returns

 Regressed Prices 

Greece TR Performance vs Greece TR

The median price of Greece TR for the period between Fri, Jan 26, 2018 and Sun, Feb 25, 2018 is 629.25 with a coefficient of variation of 2.82. The daily time series for the period is distributed with a sample standard deviation of 17.86, arithmetic mean of 632.8, and mean deviation of 15.39. The Index did not receive any noticable media coverage during the period.
Price Growth (%)