Swiss Mrt (Switzerland) Backtesting

SSMI -- Switzerland Index  

 8,872  92.91  1.06%

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.
Horizon     30 Days    Login   to change
SymbolX
Backtest

Swiss Mrt 'What if' Analysis

September 21, 2018
0.00
No Change 0.00  0.0%
In 31 days
October 21, 2018
0.00
If you would invest  0.00  in Swiss Mrt on September 21, 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 Ratio0.1384
Maximum Drawdown4.26
Value At Risk1.69
Potential Upside1.41
  

Swiss Mrt Market Premium Indicators

Risk Adjusted Performance0.035615
Total Risk Alpha0.1119

Swiss Mrt Backtested Returns

Swiss Mrt owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.0617 which indicates Swiss Mrt had -0.0617% 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(0.34) 

Poor reverse predictability

Swiss Mrt has poor reverse predictability. Overlapping area represents the amount of predictability between Swiss Mrt time series from September 21, 2018 to October 6, 2018 and October 6, 2018 to October 21, 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 -0.34 indicates that nearly 34.0% 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-0.34
Spearman Rank Test-0.13
Residual Average0.0
Price Variance13462.16

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 

Did you try this?

Run Analyst Recommendations Now

   

Analyst Recommendations

Analyst recommendations and target price estimates broken down by several categories
All  Next Launch Analyst Recommendations

Also Currentnly Active

Purchased over 300 shares of
few hours ago
Traded for 8.51
Purchased over 40 shares of
few hours ago
Traded for 68.62
Purchased over 100 shares of
few hours ago
Traded for 29.29
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 Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
Search macroaxis.com