Swiss Mrt (Switzerland) Backtesting

SSMI -- Switzerland Index  

 8,966  31.58  0.35%

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
SymbolX
Backtest

Swiss Mrt 'What if' Analysis

June 20, 2018
0.00
No Change 0.00  0.0%
In 31 days
July 20, 2018
0.00
If you would invest  0.00  in Swiss Mrt on June 20, 2018 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 Upside/Downside Indicators

Information Ratio0.009521
Maximum Drawdown2.1
Value At Risk0.48
Potential Upside1.12
  

Swiss Mrt Market Premium Indicators

Risk Adjusted Performance0.1679
Total Risk Alpha0.009

Swiss Mrt Backtested Returns

Swiss Mrt owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.1805 which indicates Swiss Mrt had 0.1805% 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-eight 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 0.1468% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.51 

Modest predictability

Swiss Mrt has modest predictability. Overlapping area represents the amount of predictability between Swiss Mrt time series from June 20, 2018 to July 5, 2018 and July 5, 2018 to July 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 0.51 indicates that about 51.0% of current Swiss Mrt price fluctuation can be explain by its past prices.
Correlation Coefficient 0.51
Spearman Rank Test 0.54
Price Variance 7651.63
Lagged Price Variance 5466.77

Swiss Mrt lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Swiss Mrt regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Swiss Mrt Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - SSMI

Swiss Mrt Investor Sentiment
Most of Macroaxis investors are at this time bullish on Swiss Mrt. What is your outlook on investing in Switzerland companies? Are you bullish or bearish on Swiss Mrt?
Bullish
Bearish
98% Bullish
2% Bearish
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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. Please also try Content Syndication module to quickly integrate customizable finance content to your own investment portal.
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