Russia TR (Russia) Backtesting

Russia TR -- Russia Index  

 1,020  18.17  1.81%

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
Investment Horizon     30 Days    Login   to change
SymbolX
Backtest

Russia TR 'What if' Analysis

October 23, 2017
0.00
No Change 0.00  0.0%
In 31 days
November 22, 2017
0.00
If you would invest  0.00  in Russia TR on October 23, 2017 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 is entity of Russia. It is traded as Index on Index exchange.

Russia TR Upside/Downside Indicators

  

Russia TR Market Premium Indicators

Russia TR lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Russia TR regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Russia TR Backtested Returns

Russia TR maintains Sharpe Ratio (i.e. Efficiency) of 0.0757 which implies Russia TR had 0.0757% 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 0.0818% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.06) 

Very weak reverse predictability

Russia TR has very weak reverse predictability. Overlapping area represents the amount of predictability between Russia TR time series from October 23, 2017 to November 7, 2017 and November 7, 2017 to November 22, 2017. 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 -0.06 indicates that barely 6.0% 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 -0.06
Spearman Rank Test -0.38
Price Variance 190.86
Lagged Price Variance 141.71

Russia TR Lagged Returns

 Regressed Prices 
      Timeline 

Russia TR Performance vs Russia TR

The median price of Russia TR for the period between Mon, Oct 23, 2017 and Wed, Nov 22, 2017 is 1002.0 with a coefficient of variation of 1.57. The daily time series for the period is distributed with a sample standard deviation of 15.8, arithmetic mean of 1006.24, and mean deviation of 12.86. The Index did not receive any noticable media coverage during the period.
Price Growth (%)  
      Timeline