Russia TR (Russia) Backtesting

Russia TR -- Russia Index  

 1,186  0.0008  0.0001%

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

Russia 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 Russia TR on January 26, 2018 and sell it all today you would earn a total of 0.00 from holding Russia TR or generate 0.0% return on investment in Russia TR over 30 days.

Russia TR Upside/Downside Indicators


Russia TR Market Premium Indicators

Russia TR lagged returns against current returns

 Current and Lagged Values 

Russia TR regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Russia TR Backtested Returns

Russia TR maintains Sharpe Ratio (i.e. Efficiency) of 0.024 which implies Russia TR had 0.024% of return per unit of risk over the last 1 month. Our philosophy towards forecasting 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 Russia TR which you can use to evaluate future volatility of the index. The index holds Beta of 0.0 which implies the returns on MARKET and Russia TR are completely uncorrelated. Although it is extremely important to respect Russia TR current trending patterns, it is better to be realistic regarding the information on equity existing price patterns. The philosophy towards forecasting 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 analyzing Russia TR technical indicators you can presently evaluate if the expected return of 0.0388% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.81) 

Excellent reverse predictability

Russia TR has excellent reverse predictability. Overlapping area represents the amount of predictability between Russia 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 Russia TR price movement. The serial correlation of -0.81 indicates that around 81.0% of current Russia TR price fluctuation can be explain by its past prices. Given that Russia TR has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Russia TR for similar time interval.
Correlation Coefficient -0.81
Spearman Rank Test -0.76
Price Variance 319.6
Lagged Price Variance 535.82

Russia TR Lagged Returns

 Regressed Prices 

Russia TR Performance vs Russia TR

The median price of Russia TR for the period between Fri, Jan 26, 2018 and Sun, Feb 25, 2018 is 1164.51 with a coefficient of variation of 2.37. The daily time series for the period is distributed with a sample standard deviation of 27.42, arithmetic mean of 1157.95, and mean deviation of 20.78. The Index did not receive any noticable media coverage during the period.
Price Growth (%)