ISE ETF Backtesting

ETI -- USA Index  

 147.89  0.28  0.19%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of ISE ETF 50 Index and determine expected loss or profit from investing in ISE ETF over given investment horizon. See also ISE ETF Hype Analysis, ISE ETF Correlation, Portfolio Optimization, ISE ETF Volatility as well as analyze ISE ETF Alpha and Beta and ISE ETF Performance.
Horizon     30 Days    Login   to change

ISE ETF 'What if' Analysis

September 17, 2019
No Change 0.00  0.0 
In 2 months and 31 days
December 16, 2019
If you would invest  0.00  in ISE ETF on September 17, 2019 and sell it all today you would earn a total of 0.00 from holding ISE ETF 50 Index or generate 0.0% return on investment in ISE ETF over 90 days.

ISE ETF Upside/Downside Indicators

Downside Deviation0.4918
Information Ratio(0.0476)
Maximum Drawdown1.96
Value At Risk(0.57)
Potential Upside0.3425

ISE ETF Market Premium Indicators

Risk Adjusted Performance0.0702
Total Risk Alpha0.008
Sortino Ratio(0.028951)

ISE ETF 50 Backtested Returns

Our way of determining volatility of an index is to use all available market data together with index specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for ISE ETF 50 which you can use to evaluate future volatility of the entity. The index retains Market Volatility (i.e. Beta) of 0.0 which attests that the returns on MARKET and ISE ETF are completely uncorrelated. Although it is extremely important to respect ISE ETF 50 current price history, it is better to be realistic regarding the information on equity current price movements. The way of determining 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 analyzing ISE ETF 50 technical indicators you can now evaluate if the expected return of 0.0% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.00 
correlation synergy

No correlation between past and present

ISE ETF 50 Index has no correlation between past and present. Overlapping area represents the amount of predictability between ISE ETF time series from September 17, 2019 to November 1, 2019 and November 1, 2019 to December 16, 2019. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of ISE ETF 50 price movement. The serial correlation of 0.0 indicates that just 0.0% of current ISE ETF price fluctuation can be explain by its past prices.
Correlation Coefficient0.0
Spearman Rank Test0.0
Residual Average0.0
Price Variance0.0

ISE ETF 50 lagged returns against current returns

 Current and Lagged Values 

ISE ETF regressed lagged prices vs. current prices

 Current vs Lagged Prices 

ISE ETF Lagged Returns

 Regressed Prices 

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See also ISE ETF Hype Analysis, ISE ETF Correlation, Portfolio Optimization, ISE ETF Volatility as well as analyze ISE ETF Alpha and Beta and ISE ETF Performance. Please also try Focused Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.