With this equity back-testing module your can estimate the performance of a buy and hold strategy of Israel Index and determine expected loss or profit from investing in Israel Index over given investment horizon. See also Israel Index Hype Analysis, Israel Index Correlation, Portfolio Optimization, Israel Index Volatility as well as analyze Israel Index Alpha and Beta and Israel Index Performance.
|Horizon||30 Days Login to change|
Israel Index 'What if' Analysis
October 16, 20180.00
December 15, 20180.00
If you would invest 0.00 in Israel Index on October 16, 2018 and sell it all today you would earn a total of 0.00 from holding Israel Index or generate 0.0% return on investment in Israel Index over 60 days.
Israel Index Upside/Downside Indicators
Israel Index Market Premium Indicators
Israel Index Backtested Returns
Israel Index holds Efficiency (Sharpe) Ratio of -0.0928 which attests that Israel Index had -0.0928% of return per unit of risk over the last 2 months. 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. Israel Index exposes twenty-eight 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 Israel Index are completely uncorrelated. Even though it is essential to pay attention to Israel Index 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. Israel Index exposes twenty-eight different technical indicators which can help you to evaluate its performance.
|15 days auto-correlation||(0.73)|
|Spearman Rank Test||-0.39|
Israel Index lagged returns against current returns
Current and Lagged Values
Israel Index regressed lagged prices vs. current prices
Current vs Lagged Prices
Israel Index Lagged Returns
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Purchased over 100 shares of
Purchased over 20 shares of
See also Israel Index Hype Analysis, Israel Index Correlation, Portfolio Optimization, Israel Index Volatility as well as analyze Israel Index Alpha and Beta and Israel Index Performance. Please also try Companies Directory module to evaluate performance of over 100,000 stocks, funds, and etfs against different fundamentals.