DOW Hype Analysis, DOW Correlation, Portfolio Optimization, DOW Volatility as well as analyze DOW Alpha and Beta and DOW Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of DOW and determine expected loss or profit from investing in DOW over given investment horizon. See also
|Horizon||30 Days Login to change|
DOW 'What if' Analysis
July 21, 20190.00
October 19, 20190.00
If you would invest 0.00 in DOW on July 21, 2019 and sell it all today you would earn a total of 0.00 from holding DOW or generate 0.0% return on investment in DOW over 90 days.
DOW Upside/Downside Indicators
|Value At Risk||(1.86)|
DOW Market Premium Indicators
|Risk Adjusted Performance||(0.020675)|
|Total Risk Alpha||(0)|
DOW Backtested Returns
DOW secures Sharpe Ratio (or Efficiency) of -0.0184 which denotes the index had -0.0184% of return per unit of volatility over the last 3 months. Macroaxis approach towards predicting 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. DOW exposes twenty-seven different technical indicators which can help you to evaluate volatility that cannot be diversified away. The organization shows Beta (market volatility) of 0.0 which denotes to the fact that the returns on MARKET and DOW are completely uncorrelated. Even though it is essential to pay attention to DOW historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis approach towards predicting 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. DOW exposes twenty-seven different technical indicators which can help you to evaluate its performance.
|15 days auto-correlation||0.26|
|Spearman Rank Test||0.02|
DOW lagged returns against current returns
Current and Lagged Values
DOW regressed lagged prices vs. current prices
Current vs Lagged Prices
DOW Lagged Returns
Also Currentnly Active
Purchased over 70 shares of
Purchased few shares of
See also DOW Hype Analysis, DOW Correlation, Portfolio Optimization, DOW Volatility as well as analyze DOW Alpha and Beta and DOW Performance. Please also try Idea Breakdown module to analyze constituents of all macroaxis ideas. macroaxis investment ideas are predefined, sector-focused investing themes.