DAX Hype Analysis, DAX Correlation, Portfolio Optimization, DAX Volatility as well as analyze DAX Alpha and Beta and DAX Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of DAX and determine expected loss or profit from investing in DAX over given investment horizon. See also
|Horizon||30 Days Login to change|
DAX 'What if' Analysis
March 23, 20190.00
May 22, 20190.00
If you would invest 0.00 in DAX on March 23, 2019 and sell it all today you would earn a total of 0.00 from holding DAX or generate 0.0% return on investment in DAX over 60 days.
DAX Upside/Downside Indicators
|Value At Risk||(1.58)|
DAX Market Premium Indicators
|Risk Adjusted Performance||0.0589|
|Total Risk Alpha||0.0542|
DAX Backtested Returns
DAX secures Sharpe Ratio (or Efficiency) of 0.2243 which denotes the index had 0.2243% of return per unit of volatility over the last 2 months. Our way of predicting 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 DAX which you can use to evaluate future volatility of the entity. The entity shows Beta (market volatility) of 0.0 which denotes to the fact that the returns on MARKET and DAX are completely uncorrelated. Although it is extremely important to respect DAX historical returns, it is better to be realistic regarding the information on equity current trending patterns. The way of predicting 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 examining DAX technical indicators you can today evaluate if the expected return of 0.1781% will be sustainable into the future.
|15 days auto-correlation||(0.44)|
|Spearman Rank Test||-0.53|
DAX lagged returns against current returns
Current and Lagged Values
DAX regressed lagged prices vs. current prices
Current vs Lagged Prices
DAX Lagged Returns
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Purchased one share of
Purchased over 500 shares of
See also DAX Hype Analysis, DAX Correlation, Portfolio Optimization, DAX Volatility as well as analyze DAX Alpha and Beta and DAX Performance. Please also try Watchlist Optimization module to optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm.