Credit Suisse Backtesting

Credit Suisse X Links WTI Crude -- USA Etf  

USD 33.68  0.3  0.9%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Credit Suisse X Links WTI Crude and determine expected loss or profit from investing in Credit Suisse over given investment horizon. Additionally take a look at Credit Suisse Hype Analysis, Credit Suisse Correlation, Portfolio Optimization, Credit Suisse Volatility as well as analyze Credit Suisse Alpha and Beta and Credit Suisse Performance
Investment Horizon     30 Days    Login   to change
SymbolX
Backtest

Credit Suisse 'What if' Analysis

November 15, 2017
0.00
No Change 0.00  0.0%
In 31 days
December 15, 2017
0.00
If you would invest  0.00  in Credit Suisse on November 15, 2017 and sell it all today you would earn a total of 0.00 from holding Credit Suisse X Links WTI Crude or generate 0.0% return on investment in Credit Suisse over 30 days. Credit Suisse is related to or competes with ProShares Ultra, iPath Bloomberg, ETFS Commodity, ProShares Short, iPath Bloomberg, and Direxion Zacks. Credit Suisse X Links WTI Crude is USA based ETF administrated by null

Credit Suisse Upside/Downside Indicators

  

Credit Suisse Market Premium Indicators

Credit Suisse X lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Credit Suisse regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Credit Suisse X Backtested Returns

We consider Credit Suisse not too volatile. Credit Suisse X secures Sharpe Ratio (or Efficiency) of 0.1127 which signifies that Credit Suisse X had 0.1127% of return per unit of standard deviation over the last 1 month. Our philosophy in foreseeing volatility of a etf 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 Credit Suisse X Links WTI Crude which you can use to evaluate future volatility of the entity. Please confirm Credit Suisse X Mean Deviation of 0.9888 and Risk Adjusted Performance of 0.0564 to double-check if risk estimate we provide are consistent with the epected return of 0.1419%. The organization shows Beta (market volatility) of -0.5737 which signifies that as returns on market increase, returns on owning Credit Suisse are expected to decrease at a much smaller rate. During bear market, Credit Suisse is likely to outperform the market.. Although it is extremely important to respect Credit Suisse X historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy in foreseeing future performance of any etf is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing Credit Suisse X technical indicators you can presently evaluate if the expected return of 0.1419% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.37) 

Poor reverse predictability

Credit Suisse X Links WTI Crude has poor reverse predictability. Overlapping area represents the amount of predictability between Credit Suisse time series from November 15, 2017 to November 30, 2017 and November 30, 2017 to December 15, 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 Credit Suisse X price movement. The serial correlation of -0.37 indicates that just about 37.0% of current Credit Suisse price fluctuation can be explain by its past prices. Given that Credit Suisse X Links WTI Crude has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Credit Suisse for similar time interval.
Correlation Coefficient -0.37
Spearman Rank Test -0.57
Price Variance 0.11
Lagged Price Variance 0.29

Credit Suisse Lagged Returns

 Regressed Prices 
      Timeline 

Credit Suisse Performance vs DOW

The median price of Credit Suisse for the period between Wed, Nov 15, 2017 and Fri, Dec 15, 2017 is 33.69 with a coefficient of variation of 1.51. The daily time series for the period is distributed with a sample standard deviation of 0.51, arithmetic mean of 33.67, and mean deviation of 0.39. The Etf did not receive any noticable media coverage during the period.
Price Growth (%)  
      Timeline