Seoul Comp Hype Analysis, Seoul Comp Correlation, Portfolio Optimization, Seoul Comp Volatility as well as analyze Seoul Comp Alpha and Beta and Seoul Comp Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of Seoul Comp and determine expected loss or profit from investing in Seoul Comp over given investment horizon. See also
|Horizon||30 Days Login to change|
Seoul Comp 'What if' Analysis
March 25, 20190.00
May 24, 20190.00
If you would invest 0.00 in Seoul Comp on March 25, 2019 and sell it all today you would earn a total of 0.00 from holding Seoul Comp or generate 0.0% return on investment in Seoul Comp over 60 days.
Seoul Comp Upside/Downside Indicators
|Value At Risk||(1.43)|
Seoul Comp Market Premium Indicators
|Risk Adjusted Performance||(0.11)|
|Total Risk Alpha||(0.14)|
Seoul Comp Backtested Returns
Seoul Comp owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.1389 which indicates the organization had -0.1389% of return per unit of risk over the last 2 months. Macroaxis philosophy towards measuring 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. Seoul Comp exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. The entity has beta of 0.0 which indicates the returns on MARKET and Seoul Comp are completely uncorrelated. Even though it is essential to pay attention to Seoul Comp current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards measuring 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. Seoul Comp exposes twenty-eight different technical indicators which can help you to evaluate its performance.
|15 days auto-correlation||(0.83)|
|Spearman Rank Test||-0.78|
Seoul Comp lagged returns against current returns
Current and Lagged Values
Seoul Comp regressed lagged prices vs. current prices
Current vs Lagged Prices
Seoul Comp Lagged Returns
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Purchased over 100 shares of
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See also Seoul Comp Hype Analysis, Seoul Comp Correlation, Portfolio Optimization, Seoul Comp Volatility as well as analyze Seoul Comp Alpha and Beta and Seoul Comp Performance. Please also try Insider Screener module to find insiders across different sectors to evaluate their impact on performance.