Swiss Mrt (Switzerland) Backtesting

Swiss Mrt -- Switzerland Index  

 9,184  36.79  0.4%

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
Investment Horizon     30 Days    Login   to change

Swiss Mrt 'What if' Analysis

October 21, 2017
No Change 0.00  0.0%
In 31 days
November 20, 2017
If you would invest  0.00  in Swiss Mrt on October 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 -0.0526 which indicates Swiss Mrt had -0.0526% of return per unit of risk over the last 1 month. 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. Swiss Mrt exposes twenty-one 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 Swiss Mrt are completely uncorrelated. Even though it is essential to pay attention to Swiss Mrt 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. Swiss Mrt exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.35) 

Poor reverse predictability

Swiss Mrt has poor reverse predictability. Overlapping area represents the amount of predictability between Swiss Mrt time series from October 21, 2017 to November 5, 2017 and November 5, 2017 to November 20, 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 Swiss Mrt price movement. The serial correlation of -0.35 indicates that nearly 35.0% 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 -0.35
Spearman Rank Test -0.69
Price Variance 3179.63
Lagged Price Variance 4065.49

Swiss Mrt Lagged Returns

 Regressed Prices 

Swiss Mrt Performance vs Swiss Mrt

The median price of Swiss Mrt for the period between Sat, Oct 21, 2017 and Mon, Nov 20, 2017 is 9200.08 with a coefficient of variation of 0.69. The daily time series for the period is distributed with a sample standard deviation of 63.83, arithmetic mean of 9203.12, and mean deviation of 52.22. The Index did not receive any noticable media coverage during the period.
Price Growth (%)