SPTSX Comp Hype Analysis, SPTSX Comp Correlation, Portfolio Optimization, SPTSX Comp Volatility as well as analyze SPTSX Comp Alpha and Beta and SPTSX Comp Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of SPTSX Comp and determine expected loss or profit from investing in SPTSX Comp over given investment horizon. See also
|Horizon||30 Days Login to change|
SPTSX Comp 'What if' Analysis
March 25, 20190.00
May 24, 20190.00
If you would invest 0.00 in SPTSX Comp on March 25, 2019 and sell it all today you would earn a total of 0.00 from holding SPTSX Comp or generate 0.0% return on investment in SPTSX Comp over 60 days.
SPTSX Comp Upside/Downside Indicators
|Value At Risk||(0.82)|
SPTSX Comp Market Premium Indicators
|Risk Adjusted Performance||(0.018595)|
|Total Risk Alpha||(0.013867)|
SPTSX Comp Backtested Returns
SPTSX Comp owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.0345 which indicates the organization had 0.0345% of return per unit of standard deviation over the last 2 months. Our philosophy towards measuring 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 SPTSX Comp which you can use to evaluate future volatility of the index. The entity has beta of 0.0 which indicates the returns on MARKET and SPTSX Comp are completely uncorrelated. Although it is extremely important to respect SPTSX Comp current price movements, it is better to be realistic regarding the information on equity historical returns. The philosophy towards measuring 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 evaluating SPTSX Comp technical indicators you can currently evaluate if the expected return of 0.0156% will be sustainable into the future.
|15 days auto-correlation||(0.73)|
|Spearman Rank Test||-0.76|
SPTSX Comp lagged returns against current returns
Current and Lagged Values
SPTSX Comp regressed lagged prices vs. current prices
Current vs Lagged Prices
SPTSX Comp Lagged Returns
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Purchased over 100 shares of
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See also SPTSX Comp Hype Analysis, SPTSX Comp Correlation, Portfolio Optimization, SPTSX Comp Volatility as well as analyze SPTSX Comp Alpha and Beta and SPTSX Comp Performance. Please also try Cryptocurrency Arbitrage module to find pairs of digital assets on multiple exchanges that are traded at a risk free arbitrage.