Swiss Mrt (Switzerland) Backtesting

Swiss Mrt -- Switzerland Index  

 9,440  69.76  0.73%

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

Swiss Mrt 'What if' Analysis

December 21, 2017
No Change 0.00  0.0%
In 31 days
January 20, 2018
If you would invest  0.00  in Swiss Mrt on December 21, 2017 and sell it all today you would earn a total of 0.00 from holding Swiss Mrt or generate 0.0% return on investment in Swiss Mrt over 30 days. Swiss Mrt is entity of Switzerland. It is traded as Index on Index exchange.

Swiss Mrt Upside/Downside Indicators


Swiss Mrt Market Premium Indicators

Swiss Mrt lagged returns against current returns

 Current and Lagged Values 

Swiss Mrt regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Swiss Mrt Backtested Returns

Swiss Mrt owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.1002 which indicates Swiss Mrt had 0.1002% of return per unit of risk over the last 1 month. Our philosophy towards measuring 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 Swiss Mrt which you can use to evaluate future volatility of the index. The entity has beta of 0.0 which indicates the returns on MARKET and Swiss Mrt are completely uncorrelated. Although it is extremely important to respect Swiss Mrt current price movements, it is better to be realistic regarding the information on equity historical returns. The philosophy towards measuring 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 inspecting Swiss Mrt technical indicators you can presently evaluate if the expected return of 0.0512% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.38) 

Poor reverse predictability

Swiss Mrt has poor reverse predictability. Overlapping area represents the amount of predictability between Swiss Mrt time series from December 21, 2017 to January 5, 2018 and January 5, 2018 to January 20, 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 Swiss Mrt price movement. The serial correlation of -0.38 indicates that just about 38.0% of current Swiss Mrt price fluctuation can be explain by its past prices. Given that Swiss Mrt has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Swiss Mrt for similar time interval.
Correlation Coefficient -0.38
Spearman Rank Test -0.38
Price Variance 1579.53
Lagged Price Variance 3307.2

Swiss Mrt Lagged Returns

 Regressed Prices 

Swiss Mrt Performance vs Swiss Mrt

The median price of Swiss Mrt for the period between Thu, Dec 21, 2017 and Sat, Jan 20, 2018 is 9464.05 with a coefficient of variation of 0.76. The daily time series for the period is distributed with a sample standard deviation of 71.67, arithmetic mean of 9467.08, and mean deviation of 59.11. The Index did not receive any noticable media coverage during the period.
Price Growth (%)