With this equity back-testing module your can estimate the performance of a buy and hold strategy of Stockholm and determine expected loss or profit from investing in Stockholm over given investment horizon. See also Stockholm Hype Analysis, Stockholm Correlation, Portfolio Optimization, Stockholm Volatility as well as analyze Stockholm Alpha and Beta and Stockholm Performance.
|Horizon||30 Days Login to change|
Stockholm 'What if' Analysis
October 15, 20180.00
December 14, 20180.00
If you would invest 0.00 in Stockholm on October 15, 2018 and sell it all today you would earn a total of 0.00 from holding Stockholm or generate 0.0% return on investment in Stockholm over 60 days.
Stockholm Upside/Downside Indicators
Stockholm Market Premium Indicators
Stockholm Backtested Returns
Stockholm owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.0563 which indicates Stockholm had -0.0563% of return per unit of risk over the last 2 months. 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. Stockholm 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 Stockholm are completely uncorrelated. Even though it is essential to pay attention to Stockholm 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. Stockholm exposes twenty-eight different technical indicators which can help you to evaluate its performance.
|15 days auto-correlation||(0.11)|
|Spearman Rank Test||-0.33|
Stockholm lagged returns against current returns
Current and Lagged Values
Stockholm regressed lagged prices vs. current prices
Current vs Lagged Prices
Stockholm Lagged Returns
Also Currentnly Active
Purchased over 50 shares of
Purchased over 20 shares of
See also Stockholm Hype Analysis, Stockholm Correlation, Portfolio Optimization, Stockholm Volatility as well as analyze Stockholm Alpha and Beta and Stockholm Performance. Please also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.